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st: New version of -somersd- on SSC
Hello All
Thanks to Kit Baum, a new version of the -somersd- package is available
for download from SSC. In Stata, use the -ssc- package to do this.
The -somersd- package calculates confidence intervals for rank
statistics, and is described as below on my website. The new version
should work as publicised previously, but contains a few improvements to
the internal code, the .hlp files and the .pdf documentation. I would
like to thank an anonymous Stata Journal referee for suggesting these.
Best wishes
Roger
Roger Newson
Lecturer in Medical Statistics
POSTAL ADDRESS:
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute at Imperial College London
St Mary's Campus
Norfolk Place
London W2 1PG
STREET ADDRESS:
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute at Imperial College London
47 Praed Street
Paddington
London W1 1NR
TELEPHONE: (+44) 020 7594 0939
FAX: (+44) 020 7594 0942
EMAIL: [email protected]
WEBSITE: http://www.kcl-phs.org.uk/rogernewson/
Opinions expressed are those of the author, not of the institution.
------------------------------------------------------------------------
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package somersd from c:\website\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: 02 February 2006
Stata-version: 9
INSTALLATION FILES (click here to
install)
somersd.ado
lsomersd.mlib
somersd.hlp
somers_p.ado
cendif.ado
cendif.hlp
somersd_mata.hlp
mf_blncdtree.hlp
mf_u2jackpseud.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)
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