Thanks to Kit Baum, a new version of the -somersd- package is available for
download from SSC. In Stata, use the -ssc- command to do this.
The -somersd- package is described as below on my website. The new version
is much more time-efficient with large datasets (1000 observations or
more), as it uses a search tree algorithm based on Newson (1987), which
calculates the estimates and jackknife variances in a time of order
N*log(N), where N is the number of observations. This is in contrast to a
time of order N^2 using the previous version of -somersd-, or to a time of
order N^3 using the official Stata command -ktau- prefixed with
-jackknife:-. The new version also adds an option -notree-, so that users
can use the old quadratic-time algorithm if they want to, and can therefore
see for themselves the difference in performance. The manual -somersd.pdf-,
distributed with -somersd-, has been updated to document the changes.
I would like to thank John Moran of The Queen Elizabeth Hospital,
Woodville, South Australia for his encouraging feedback on the previous
version of -somersd-, and Bill Gould of StataCorp for his very helpful
advice about naming conventions in Mata. I would also like to thank all at
StataCorp for giving us the Mata language, whose awesome power I am only
now beginning to tap into. The -uniqrows()-, -panelsetup()-, -st_view()-
and -st_subview- functions were very helpful in programming the new
-somersd-, and made the job much easier than writing the earlier versions
of my search tree algorithm in Pascal and FORTRAN77.
Best wishes
Roger
References
Newson RB. An analysis of cinematographic cell division data using
U-statistics [DPhil thesis]. Brighton, UK: Sussex University: 1987.
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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. It can be used on
left-censored, right-censored, clustered and/or stratified data.
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-Mann-Whitney
or Breslow-Gehan ranksum test, and can be used to calculate confidence
intervals for Harrell's c index, for areas under receiver operating
characteristic (ROC) curves, for differences between Harrell's c indices
or ROC areas, or for Gini coefficients. 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 August 2005
Stata-version: 9
INSTALLATION FILES (click here to install)
somersd.ado
lsomersd.mlib
somersd.hlp
somers_p.ado
cendif.ado
cendif.hlp
_blncdtree.mata
blncdtree.mata
tidot.mata
tidottree.mata
_u2jackpseud.mata
_v2jackpseud.mata
tidotforsomersd.mata
estvar1forsomersd.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.
