SOMERSD: Stata module to calculate Kendall's tau-a, Somers' D and median differences

Roger Benedict Newson ()

Statistical Software Components from Boston College Department of Economics

Abstract: The somersd package contains the programs somersd, cendif and censlope, which calculate confidence intervals for the parameters behind rank or "nonparametric" statistics. The program somersd calculates confidence intervals for Kendall's tau-a or Somers' D, and stores the estimates and their covariance matrix as estimation results. The program cendif calculates confidence intervals for Hodges-Lehmann median differences (or other percentile differences) between two groups. The program censlope is an extended version of -somersd-, which also calculates confidence intervals for the generalized Theil-Sen median slope corresponding to the generalized Somers' D or Kendall's tau-a estimated. Kendall's tau-a is a difference between probabilities of concordance and discordance, and measures rank order correlation. Somers' D is a parameter equal to zero under the null hypothesis tested by the Wilcoxon or Mann-Whitney ranksum test, and can be used to calculate confidence intervals for Harrell's c index, for areas under receiver operating characteristic (ROC) curves, and for differences between Harrell's c indices or ROC areas. The Hodges-Lehmann median difference can be defined in terms of Somers' D, and is also zero under the null hypothesis tested by the ranksum test. Full documentation of the programs (including methods and formulas) can be found in the ancillary files somersd.pdf, cendif.pdf and censlope.pdf.

Language: Stata
Requires: Stata 10.0
Date: 1998-03-04, Revised 2008-10-25
Note: This module may be installed from within Stata by typing "ssc install somersd". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/somersd.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/somersd.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/somersd_mata.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/somersd.pdf documentation (application/pdf)
http://fmwww.bc.edu/repec/bocode/s/somers_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cendif.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cendif.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cendif.pdf documentation (application/pdf)
http://fmwww.bc.edu/repec/bocode/c/censlope_iteration.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/censlope.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/censlope.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/censlope.pdf documentation (application/pdf)
http://fmwww.bc.edu/repec/bocode/l/lsomersd.mlib mata library (application/x-stata)
http://fmwww.bc.edu/repec/bocode/t/tidot.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/tidottree.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/blncdtree.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_bcsf_bisect.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_bcsf_bracketing.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_bcsf_regula.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_bcsf_ridders.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_blncdtree.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_somdtransf.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_u2jackpseud.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_v2jackpseud.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mf_bcsf_bracketing.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mf_blncdtree.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mf_somdtransf.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mf_u2jackpseud.sthlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s336401

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().