Thanks to Kit Baum, a new version of -somersd- is now 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 fixes a bug in -censlope-, encountered when the percentile
slopes are undefined (eg when all X-values are equal). -censlope-
formerly failed with an incomprehensible error message when this
happened. It now issues a warning message, and then teturns (and
displays) a confidence interval matrix with missing values for the
percentile slopes and for their confidence limits.
Best wishes
Roger
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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 percentile slopes
DESCRIPTION/AUTHOR(S)
The somersd package contains the programs somersd, censlope and
cendif,
which calculate confidence intervals for a range of parameters
behind
rank or "nonparametric" statistics. somersd calculates confidence
intervals for generalized Kendall's tau-a or Somers' D parameters,
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. censlope is an extended version of somersd, which
also
calculates confidence limits for the generalized Theil-Sen median
slopes
(or other percentile slopes) corresponding to the version of
Somers' D
or Kendall's tau-a estimated. cendif is an easy-to-use program to
calculate confidence intervals for Hodges-Lehmann median
differences
(or other percentile differences) between two groups. The somersd
package
can be used to calculate confidence intervals for a wide range of
rank-based parameters, which are special cases of Kendall's tau-a,
Somers' D or percentile slopes. These parameters include
differences
between proportions, Harrell's c index, areas under receiver
operating
characteristic (ROC) curves, differences between Harrell's c
indices or
ROC areas, Gini coefficients, population attributable risks,
median
differences, ratios, slopes and per-unit ratios, and the
parameters
behind the sign test and the Wilcoxon-Mann-Whitney or
Breslow-Gehan
ranksum tests. Full documentation of the programs (including
methods and
formulas) can be found in the manual files somersd.pdf,
censlope.pdf and
cendif.pdf, which can be viewed using the Adobe Acrobat Reader.
Author: Roger Newson
Distribution-date: 27 June 2006
Stata-version: 9
INSTALLATION FILES (click here to
install)
cendif.ado
censlope.ado
somers_p.ado
somersd.ado
cendif.hlp
censlope.hlp
censlope_iteration.hlp
mf_bcsf_bracketing.hlp
mf_blncdtree.hlp
mf_somdtransf.hlp
mf_u2jackpseud.hlp
somersd.hlp
somersd_mata.hlp
_bcsf_bisect.mata
_bcsf_bracketing.mata
_bcsf_regula.mata
_bcsf_ridders.mata
_blncdtree.mata
_somdtransf.mata
_u2jackpseud.mata
_v2jackpseud.mata
blncdtree.mata
tidot.mata
tidottree.mata
lsomersd.mlib
ANCILLARY FILES (click here to get)
cendif.pdf
censlope.pdf
somersd.pdf
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(click here to return to the previous screen)
Roger Newson
Lecturer in Medical Statistics
EMAIL: [email protected]
WEBSITE: http://www.imperial.ac.uk/nhli/r.newson/
TELEPHONE: +44 (0)20 7352 8121 ext 3381
FAX: To be arranged.
ADDRESS:
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute at Imperial College London
Emmanuel Kaye Building
Manresa Road
London SW3 6LR
Opinions expressed are those of the author, not of the institution.
*
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