st: New version of -somersd- on SSC

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

Thanks again to Kit Baum, a new version of the -somersd- package is now 
available for download from SSC. In Stata, use the -ssc- command to do 
this, or -adoupdate- if you already have an old version of -somersd-.
The -somersd- package is described as below on my website. The new 
version adds a new estimation result -e(depvarsum)-, containing the sum, 
in the estimation sample, of the "dependent variable" specified by 
-e(depvar)-, which is always the first variable in the input varlist. 
The result -e(depvarsum)- is useful if this first variable is binary 
with values 0 and 1, because then -e(depvarsum)- contains the number of 
observations in which this binary variable is equal to 1.
So, if in the -auto- data you type

somersd foreign mpg weight, transf(z) tdist
ereturn list

then the Somers' D statistics compare mileage and weight between non-US 
car models and US car models. The returned result -e(N)- is 74 (the 
total number of car models), and the returned result -e(depvarsum)- is 
22 (the number of non-US car models, in which -foreign- is equal to 1). 
The number of car models in the smaller of the 2 groups being compared 
may be a useful diagnostic indicator, indicating how accurate the 
confidence intervals are. See Newson (2007) for some reasons why this 
might be the case.
Best wishes

Roger


References

Newson R. B. Robust confidence intervals for Hodges-Lehmann median 
differences. 13th UK Stata Users’ Group Meeting, 10–11 September, 2007
Downloadable from the conference website at
http://ideas.repec.org/s/boc/usug07.html

--
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.

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package somersd from http://www.imperial.ac.uk/nhli/r.newson/stata10
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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: 17june2011
      Stata-version: 10


INSTALLATION FILES                                  (click here to install)
      cendif.ado
      censlope.ado
      somers_p.ado
      somersd.ado
      _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
      cendif.sthlp
      censlope.sthlp
      censlope_iteration.sthlp
      mf_bcsf_bracketing.sthlp
      mf_blncdtree.sthlp
      mf_somdtransf.sthlp
      mf_u2jackpseud.sthlp
      somersd.sthlp
      somersd_mata.sthlp

ANCILLARY FILES                                     (click here to get)
      cendif.pdf
      censlope.pdf
      somersd.pdf
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