Re: st: Comparing two different Correlation Coefficents

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

To compare Spearman correlation coefficients, you probably have to use 
the bootstrap (using the -bootstrap- prefix) or the jackknife (using the 
-jackknife- prefix). However, to compare the Kendall tau-a correlation 
coefficient between X and Z and the Kendall tau-a coefficient between Y 
and Z, you can use the -somersd- package, downloadable from SSC, 
together with -lincom-. As in:
somersd z x y, taua transf(z) tdist
lincom (x-y)/2

The -somersd- package is distributed with a suite of .pdf manuals, which 
explain the methods in more detail. The on-line help contains references 
for Stata Journal articles, which can be downloaded from the Stata 
Journal website at
http://www.stata-journal.com/archives.html

I hope this helps.

Best wishes

Roger


Roger B Newson BSc MSc DPhil
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: r.newson@imperial.ac.uk
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

Opinions expressed are those of the author, not of the institution.

On 21/02/2011 15:08, Rilke Rainer Michael wrote:
> Dear Stata-List,
>
> does anyone know how I compare to correlation coefficients (spearman)
> from one sample?
>
> The thing is, that I would like to measure the relationship between lets
> say x and z and y and z. After that I would like to test whether this
> relationship between both differs significantly. Another way to do this
> might be, to ran two similar regression models (reg x z and reg y z) and
> compare the two b[z] of both models. Does anyone know how to do this in
> Stata?
>
> Kind Regards,
> Rainer
>
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