NORMALBVR: Stata module to generate Normal bivariate ridits

Roger Newson

Statistical Software Components from Boston College Department of Economics

Abstract: normalbvr inputs expressions specifying an X-variable and a Y-variable and parameters for a bivariate normal distribution, and generates a new variable, containing bivariate ridits of the X-variable and the Y-variable with respect to the specified bivariate Normal distribution. Normal bivariate ridits are used in power calcuations for Kendall's tau-a. If the X-variable and the Y-variable have the specified bivariate Normal distribution, then the mean bivariate ridit is equal to the population Kendall's tau-a, and the sampling variance of the sample Kendal's tau-a is equal to 4 times the variance of the bivariate ridits divided by the sample number.

Language: Stata
Requires: Stata version 10
Keywords: bivariate normal; ridts; Kendall's tau-a (search for similar items in EconPapers)
Date: 2018-03-31, Revised 2018-04-05
Note: This module may be installed from within Stata by typing "ssc install normalbvr". 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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http://fmwww.bc.edu/repec/bocode/n/normalbvr.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/normalbvr.sthlp help file (text/plain)

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