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 defined as below on my website. The new version
supersedes last week's, and adds a new option -cfweight() for the
-cendif- module, defining cluster frequency weights (like the options of
the same name for the -somersd- and -censlope- commands). Cluster
frequency weights must be the same for all observations in a cluster,
and allow a single cluster (such as a pair in a matched-pairs analysis)
to represent multiple identical clusters.
I haven't yet rewritten -cendif- in Mata, which would probably speed it
up a bit with large samples, and would certainly harmonize it with
-somersd- and -censlope-. I might do this sometime under Stata 10 when I
have the time.
Best wishes
Roger
Roger Newson
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: [email protected]
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 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: 18June2007
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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