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SCSOMERSD: Stata module to compute rank statistics for scenario comparisons

Author

Listed:
  • Roger Newson

    (King's College London)

Programming Language

Stata

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.

Suggested Citation

  • Roger Newson, 2010. "SCSOMERSD: Stata module to compute rank statistics for scenario comparisons," Statistical Software Components S457197, Boston College Department of Economics, revised 16 Apr 2020.
  • Handle: RePEc:boc:bocode:s457197
    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.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/s/scsomersd.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/scsomersd.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/sccendif.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/sccendif.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/sccenslope.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/sccenslope.sthlp
    File Function: help file
    Download Restriction: no
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