SCSOMERSD: Stata module to compute rank statistics for scenario comparisons

Roger Newson

Statistical Software Components from Boston College Department of Economics

Abstract: scsomersd, sccendif and sccenclope compute confidence intervals for rank statistics comparing scenarios. Scenarios are alternative versions of the data, differing in the values of sampling probability weights and/or in the values of an outcome variable. The scenario-comparison rank statistics compare 2 scenarios, denoted Scenario 0 and Scenario 1, derived from the dataset in the memory, in a temporary extended dataset with 1 observation per original observation per scenario. scsomersd estimates the Somers' D or Kendall tau-a of the outcome variable, and sccendif and sccenslope estimate the Hodges-Lehmann percentile differences of the outcome variable, with respect to scenario membership. Examples of between-scenario rank statistics include the Gini coefficient of inequality, the population attributable risk (PAR), percentiles of weighted and/or clustered samples, and Hodges-Lehmann percentile differences between paired samples. scsomersd, sccendif and sccenclope use the packages somersd and expgen, which must be installed in order for the programs to work, and can be downloaded from SSC.

Language: Stata
Requires: Stata version 16 and somersd, expgen from SSC
Keywords: rank statistics; Somers' D; Kendall tau-a; Hodges-Lehmann difference (search for similar items in EconPapers)
Date: 2010-11-04, Revised 2020-04-16
Note: This module should be installed from within Stata by typing "ssc install scsomersd". 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/s/scsomersd.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/scsomersd.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sccendif.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sccendif.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sccenslope.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sccenslope.sthlp help file (text/plain)

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