st: New package -wridit- on SSC

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

Thanks as always to Kit Baum, a new package -wridit- is now available 
for download from SSC. In Stata, use the -ssc- command to do this.

The -wridit- package is described as below on my website, and calculayes 
weighted ridits for a variable. Zero weights are allowed, in which case 
the ridits for the observations with zero weights are relative to the 
weight distribution in the observations with non-zero weights. Ridits, 
and the left, right and central inverse ridits, are important in rank 
statistics, which, strictly speaking, are really ridit statistics. They 
are also potentially useful in spline statistics, where the user might 
want to define a spline in the ridit of an X-variable, instead of in the 
X-variable itself.

I would like to thank Nick Cox for writing the -ridit()- function of the 
-egenmore- package, which generates unweighted ridits, and from which I 
borrowed a few ideas for -wridit-. I slightly revised the algorithm for 
-wridit-, in order to avoid the small numerical accuracy issues 
associated with adding a small probability to a large probability.

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.

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package wridit from http://www.imperial.ac.uk/nhli/r.newson/stata10
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TITLE
      wridit: Generate weighted ridits

DESCRIPTION/AUTHOR(S)
      wridit inputs a variable and generates its weighted ridits.
      If no weights are provided, then all weights are assumed
      equal to 1, so unweighted ridits are generated.

      Author: Roger Newson
      Distribution-Date: 22february2012
      Stata-Version: 10

INSTALLATION FILES                                  (click here to install)
      wridit.ado
      wridit.sthlp
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