Hi - I've been using -somersd- to make within-stratum comparisons and also use the -cluster- option to account for repeated observations for each value of id. In this example, there are 10 vlaues of id, each replicated 4 times. Also in this data there is another variable u, which is a random uniform number - so all the values of u are distinct. Therefore, I would expect that if I make comparisons within strata, I should get tau_uu = 1. I thought that to account for the clusters in within-stratum comparisons I had to use -funtype(wcluster)-. But results are strange. Here is what I tried:
A)
. somersd u u , funtype(wcluster) cluster(id) wstrata(id) taua
Within-cluster Kendall's tau-a with variable: u
Transformation: Untransformed
Within strata defined by: id
Valid observations: 40
Number of clusters: 10
Symmetric 95% CI
(Std. Err. adjusted for 10 clusters in id)
------------------------------------------------------------------------------
| Jackknife
u | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
u | .75 . . . . .
u | .75 . . . . .
------------------------------------------------------------------------------
B)
. somersd u u , cluster(id) wstrata(id) taua
Kendall's tau-a with variable: u
Transformation: Untransformed
Within strata defined by: id
Valid observations: 40
Number of clusters: 10
Symmetric 95% CI
(Std. Err. adjusted for 10 clusters in id)
------------------------------------------------------------------------------
| Jackknife
u | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
u | (dropped)
u | (dropped)
------------------------------------------------------------------------------
C)
. somersd u u , funtype(wcluster) wstrata(id) taua
Within-cluster Kendall's tau-a with variable: u
Transformation: Untransformed
Within strata defined by: id
Valid observations: 40
Symmetric 95% CI
------------------------------------------------------------------------------
| Jackknife
u | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
u | (dropped)
u | (dropped)
------------------------------------------------------------------------------
D)
. somersd u u , wstrata(id) taua
Kendall's tau-a with variable: u
Transformation: Untransformed
Within strata defined by: id
Valid observations: 40
Symmetric 95% CI
------------------------------------------------------------------------------
| Jackknife
u | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
u | 1 . . . . .
u | 1 . . . . .
------------------------------------------------------------------------------
In case A, I get tau_uu = 0.75 (not 1).
In cases B and C (if either funtype or cluster are missing), I get zilch.
In case D, without any references to cluster, I get the "correct" value. But I want to account for the clusters- what am I missing?
Thanks
Al Feiveson
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