Parameters behind "nonparametric" statistics: Kendall's tau,Somers' D and median differences
Download full text from publisher
Other versions of this item:
- Newson, Roger, 2002. "Parameters behind “nonparametric” statistics: Kendall's tau, Somers' D and median differences," Stata Journal, StataCorp LP, vol. 0(Number 1), pages 1-20.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Dirk Tasche, 2009. "Estimating discriminatory power and PD curves when the number of defaults is small," Papers 0905.3928, arXiv.org, revised Mar 2010.
- Nicholas J. Cox, 2002. "Speaking Stata: How to face lists with fortitude," Stata Journal, StataCorp LP, vol. 2(2), pages 202-222, May.
- repec:ags:stataj:159022 is not listed on IDEAS
- Newson, Roger, 2005. "Efficient Calculation of Jackknife Confidence Intervals for Rank Statistics," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 15(i01).
- 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.
- repec:oup:jleorg:v:34:y:2018:i:2:p:133-161. is not listed on IDEAS
- repec:ags:stataj:116122 is not listed on IDEAS
- Regier, Dean A. & Bentley, Colene & Mitton, Craig & Bryan, Stirling & Burgess, Michael M. & Chesney, Ellen & Coldman, Andy & Gibson, Jennifer & Hoch, Jeffrey & Rahman, Syed & Sabharwal, Mona & Sawka, , 2014. "Public engagement in priority-setting: Results from a pan-Canadian survey of decision-makers in cancer control," Social Science & Medicine, Elsevier, vol. 122(C), pages 130-139.
- Lukasz Prorokowski, 2016. "Rank-order statistics for validating discriminative power of credit risk models," Bank i Kredyt, Narodowy Bank Polski, vol. 47(3), pages 227-250.
- Johannes Kaiser & Michael G. Lacy, 2009. "A general-purpose method for two-group randomization tests," Stata Journal, StataCorp LP, vol. 9(1), pages 70-85, March.
- John, Katrin & Thomsen, Stephan L., 2015. "School-track environment or endowment: What determines different other-regarding behavior across peer groups?," Games and Economic Behavior, Elsevier, vol. 94(C), pages 122-141.
- Hanna Karolina Szymborska, 2018. "Household wealth structures and position in the income distribution – econometric analysis for the USA, 1989-2013," Working Papers PKWP1806, Post Keynesian Economics Society (PKES).
- Tomas Miklanek, 2017. "The Effect of Shame in Dictator Games with Information Asymmetry," CERGE-EI Working Papers wp581, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- 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.
- Tosun, Jale, 2012. "Emergency oil stocks in Southeastern and Eastern Europe: What explains variation in convergence towards the EU model?," Energy Policy, Elsevier, vol. 46(C), pages 417-426.
- Peter, Eckley, 2015. "Measuring economic uncertainty using news-media textual data," MPRA Paper 64874, University Library of Munich, Germany, revised 01 May 2015.
- Newson, Roger B., 2010.
"Comparing the predictive powers of survival models using Harrell's C or Somers' D,"
StataCorp LP, vol. 0(Number 3), pages 1-20.
- Roger B. Newson, 2010. "Comparing the predictive powers of survival models using Harrell’s C or Somers’ D," Stata Journal, StataCorp LP, vol. 10(3), pages 339-358, September.
- Chakrabarty, Manisha & Hildenbrand, Werner, 2011. "Engel's Law Reconsidered," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 289-299.
- Ramos, Héctor M. & Ollero, Jorge & Suárez-Llorens, Alfonso, 2017. "A new explanatory index for evaluating the binary logistic regression based on the sensitivity of the estimated model," Statistics & Probability Letters, Elsevier, vol. 120(C), pages 135-140.
- 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.
- Löschel, Andreas & Sturm, Bodo & Uehleke, Reinhard, 2017. "Revealed preferences for voluntary climate change mitigation when the purely individual perspective is relaxed – evidence from a framed field experiment," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 67(C), pages 149-160.
- Roger Newson, 2006. "On the central role of Somers' D," United Kingdom Stata Users' Group Meetings 2006 01, Stata Users Group.
More about this item
Keywordsconfidence 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;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:2:y:2002:i:1:p:45-64. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum) or (Lisa Gilmore). General contact details of provider: http://www.stata-journal.com/ .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.