Re: st: RE: New package -wridit- on SSC

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

Thanks to Nick for these references, which I will check out. Ridits seem 
to have nearly as many names as Somers' D, some of whose forms are 
asymptotically equivalent either to a paired t-test on the ridits or to 
an unequal-variance t-test on the ridits.

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
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Room 33, Emmanuel Kaye Building
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Opinions expressed are those of the author, not of the institution.

On 27/02/2012 12:45, Nick Cox wrote:
> Ridits are also the mid-distribution function of Parzen (1993, 3295) and the grade function of Haberman (1996, 240-241).
>
>      Haberman, S. J. 1996.  Advanced Statistics Volume I: Description of Populations.  New York: Springer.
>
>      Parzen, E. 1993. Change PP plot and continuous sample quantile function. Communications in Statistics -Theory and Methods 22: 3287-3304.
>
> Nick
> n.j.cox@durham.ac.uk
>
> Roger B. Newson
>
> 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.
>
> ---------------------------------------------------------------------------
> package wridit from http://www.imperial.ac.uk/nhli/r.newson/stata10
> ---------------------------------------------------------------------------
>
> 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
> ---------------------------------------------------------------------------
> (click here to return to the previous screen)
>
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