Hello All
Thanks to Kit Baum, there is now a new version of the -somersd- package
available for download from SSC. In Stata, use the -ssc- command (or the
new -adoupdate- command) to do this.
THe -somersd- package is described as below on my website. The new version
has the same programs as before, but adds a help file -mf_blncdtree.hlp- to
document the 4 principal Mata functions used by -somersd-, together with a
hypertext reference to this new help file in the main -somersd- help file.
The Mata functions are used to create balanced binary search trees, and to
use these search trees for the efficient calculation of jackknife confidence
intervals for Somers' D and Kendall's tau-a. Using search trees in this way
leads to spectacular reductions in computational time when the dataset is
large.
I would like to thank an anonymous referee (for the Journal of Statistical
Software), who suggested that the new help file would be a good idea. I
would also like to thank all at StataCorp again for providing their
excellent Mata programming language.
Best wishes of the season
Roger
--
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.
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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: 14 December 2005
Stata-version: 9
INSTALLATION FILES (click here to install)
somersd.ado
lsomersd.mlib
somersd.hlp
somers_p.ado
cendif.ado
cendif.hlp
mf_blncdtree.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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