Why don't you simply construct a 95% confidence interval around the tau
estimate and check if estimates overlap? STATA reports the ASE for tau
with the tab y x, all command.
HTH,
John Antonakis
On 04.12.2008 12:34, Marcus Fischer wrote:
> I would like to compare two Kenadalls' tau coefficients. Is it
possible to test whether one coefficient is significantly higher than
the other one ?
> Thanks.
>
>
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