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PARTTAU: Stata module to calculate Kendall's partial tau and confidence interval

James Fiedler () and Alan H. Feiveson ()
Additional contact information
James Fiedler: Universities Space Research Association
Alan H. Feiveson: National Aeronautics and Space Administration

Statistical Software Components from Boston College Department of Economics

Abstract: parttau calculates Kendall's partial tau for two primary variables in the presence of one or more confounders. The partial tau is a rank statistic analogue of partial correlation. The partial tau reduces to the pairwise Kendall's tau-a in the case of no confounders. Like somersd, this program allows for between and within cluster comparisons and several transformations.

Language: Stata
Requires: Stata version 10
Keywords: partial correlation; nonparametric; rank statistic; Kendall's tau (search for similar items in EconPapers)
Date: 2010-01-26, Revised 2010-02-03
Note: This module should be installed from within Stata by typing "ssc install parttau". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/p/parttau.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/parttau.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457107

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