Thanks to Kit Baum, a new version of the -somersd- package is now
downloadable from SSC. In Stata, use the -ssc- command to do this.
-somersd- is described as below on my website, and calculates confidence
intervals for rank statistics. The new version adds the option -cenind()-,
which allows the calculation of Kendall's tau-a, Somers' D and Harrell's c
for left-censored or right-censored data (eg survival data). It is also the
first Stata 9 version of -somersd-, and comes with its own Mata library,
and also with the source code for the Mata functions in that library, in
order to keep -somersd- open-source.
Further Stata 9 updates of -somersd- are planned for the future. However,
users of Stata 6, 7 and 8 can still download the old Stata 6 version of
-somersd- from my website at
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package somersd from http://www.kcl-phs.org.uk/rogernewson/stata9
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TITLE
somersd: Kendall's tau-a, Somers' D and median differences
DESCRIPTION/AUTHOR(S)
The somersd package contains the programs somersd and cendif, which
calculate confidence intervals for the parameters behind rank or
"nonparametric" statistics. The program somersd calculates confidence
intervals for Kendall's tau-a or Somers' D, and stores the estimates and
their covariance matrix as estimation results. The program cendif
calculates
confidence intervals for Hodges-Lehmann median differences (or other
percentile differences) between two groups. Kendall's tau-a is a
difference
between probabilities of concordance and discordance, and measures rank
order correlation. Somers' D is a parameter equal to zero under the null
hypothesis tested by the Wilcoxon or Mann-Whitney ranksum test, and
can be
used to calculate confidence intervals for Harrell's c index, for
areas under
receiver operating characteristic (ROC) curves, and for differences
between
Harrell's c indices or ROC areas. The Hodges-Lehmann median
difference can be
defined in terms of Somers' D, and is also zero under the null
hypothesis
tested by the ranksum test. Full documentation of the two programs
(including
methods and formulas) can be found in the ancillary files
somersd.pdf and
cendif.pdf, which can be viewed using the Adobe Acrobat Reader.
Author: Roger Newson
Distribution-date: 12 July 2005
Stata-version: 9
INSTALLATION FILES (click here to install)
somersd.ado
lsomersd.mlib
somersd.hlp
somers_p.ado
cendif.ado
cendif.hlp
tidot.mata
tidotby.mata
ANCILLARY FILES (click here to get)
somersd.pdf
cendif.pdf
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(click here to return to the previous screen)
--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
Division of Asthma, Allergy and Lung Biology
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom
Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
or 020 7848 6605 International +44 20 7848 6605
Email: [email protected]
Website: http://phs.kcl.ac.uk/rogernewson/
Opinions expressed are those of the author, not the institution.
