st: New version of -somersd- on SSC

["Newson, Roger B" <r.newson@imperial.ac.uk>]

Thanks to Kit Baum, a new version of the -somersd- package is now
available for download from SSC. In Stata, use the -ssc- command to do
this.

The -somersd- package produces confidence intervals for rank statistics,
and is described as below on my website. In the new version, the program
-cendif- (which produces confidence intervals for median differences)
has been updated to Stata 9, and the infinite confidence limits
occasionally produced are now stored with the values +/-c(maxdouble),
where c(maxdouble) is the maximum double precision value recognised by
the system, displayed by typing

ereturn list

in Stata 9. (Previously, their value was stored as +/-1e300, which was
recommended to me as a "magic number".) I have also slightly improved
the display of asymmetric confidence limits by using -matlist- instead
of -matrix list-, and rearranged the Mata functions used by -somersd-,
so that the library -lsomersd.mlib- only contains the functions
described in the on-line help, and the functions not described in the
on-line help are now stored in the ado-files that use them.

I would like to thank Vince Wiggins for drawing my attention to
-matlist-, and Nick Cox for his advice about where to store the Mata
functions.

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: r.newson@imperial.ac.uk
WEBSITE: http://www.imperial.ac.uk/nhli/r.newson/
Opinions expressed are those of the author, not of the institution.


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package somersd from http://www.imperial.ac.uk/nhli/r.newson/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: 11 April 2006
      Stata-version: 9
      

INSTALLATION FILES                                  (click here to
install)
      somersd.ado
      somers_p.ado
      cendif.ado
      lsomersd.mlib
      somersd.hlp
      cendif.hlp
      somersd_mata.hlp
      mf_blncdtree.hlp
      mf_u2jackpseud.hlp
      mf_somdtransf.hlp
      _blncdtree.mata
      blncdtree.mata
      tidot.mata
      tidottree.mata
      _u2jackpseud.mata
      _v2jackpseud.mata
      _somdtransf.mata

ANCILLARY FILES                                     (click here to get)
      somersd.pdf
      cendif.pdf
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