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Parameters behind "nonparametric" statistics: Kendall's tau,Somers' D and median differences

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  • Roger Newson

    ()
    (King's College, London)

Abstract

So-called "nonparametric" statistical methods are often in fact based on population parameters, which can be estimated (with confidence limits) using the corresponding sample statistics. This article reviews the uses of three such parameters, namely Kendall's tau, Somers' D and the Hodges-Lehmann median difference. Confidence intervals for these are demonstrated using the somersd package. It is argued that confidence limits for these parameters, and their differences,are more informative than the traditional practice of reporting only p-values. These three parameters are also important in defining other tests and parameters, such as the Wilcoxon test, the area under the receiver operating characteristic (ROC) curve, Harrell's C, and the Theil median slope. Copyright 2002 by Stata Corporation.

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Bibliographic Info

Article provided by StataCorp LP in its journal Stata Journal.

Volume (Year): 2 (2002)
Issue (Month): 1 (February)
Pages: 45-64

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Handle: RePEc:tsj:stataj:v:2:y:2002:i:1:p:45-64

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Related research

Keywords: confidence intervals; Gehan test; Harrell's C ; Hodges-Lehmann median difference; Kendall's tau; nonparametric methods; rank correlation; rank-sum test; ROC area; Somers' D; Theil median slope; Wilcoxon test;

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Cited by:
  1. Manisha Chakrabarty & Werner Hildenbrand, 2009. "Engel’s Law Reconsidered," Bonn Econ Discussion Papers bgse22_2009, University of Bonn, Germany.
  2. Chakrabarty, Manisha & Hildenbrand, Werner, 2011. "Engel's Law Reconsidered," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 289-299.
  3. Nazim, Habibov & Elvin, Afandi, 2009. "Analysis of subjective wellbeing in low-income transitional countries: evidence from comparative national surveys in Armenia,Azerbaijan and Georgia," MPRA Paper 42720, University Library of Munich, Germany.
  4. Löschel, Andreas & Sturm, Bodo & Uehleke, Reinhard, 2013. "Revealed preferences for climate protection when the purely individual perspective is relaxed: Evidence from a framed field experiment," ZEW Discussion Papers 13-006, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  5. Nicholas J. Cox, 2002. "Speaking Stata: How to face lists with fortitude," Stata Journal, StataCorp LP, vol. 2(2), pages 202-222, May.
  6. Bateman, Ian J. & Brouwer, Roy, 2006. "Consistency and construction in stated WTP for health risk reductions: A novel scope-sensitivity test," Resource and Energy Economics, Elsevier, vol. 28(3), pages 199-214, August.
  7. Roger Newson, . "Efficient Calculation of Jackknife Confidence Intervals for Rank Statistics," Journal of Statistical Software, American Statistical Association, vol. 15(i01).

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