Confidence intervals for rank statistics: Somers' D and extensions
Download full text from publisher
Other versions of this item:
- Newson, Roger, 2006. "Confidence intervals for rank statistics: Somers' D and extensions," Stata Journal, StataCorp LP, vol. 0(Number 3), pages 1-26.
References listed on IDEAS
- Kosuke Imai & David A. van Dyk, 2004. "Causal Inference With General Treatment Regimes: Generalizing the Propensity Score," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 854-866, January.
- Roger Newson, 2001. "somersd-Confidence intervals for nonparametric statistics and their differences," Stata Technical Bulletin, StataCorp LP, vol. 10(55).
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.
- Martin Rezac & Frantisek Rezac, 2011. "How to Measure the Quality of Credit Scoring Models," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(5), pages 486-507, November.
- Newson, Roger, 2006.
"Confidence intervals for rank statistics: Percentile slopes, differences, and ratios,"
StataCorp LP, vol. 0(Number 4), pages 1-24.
- Roger Newson, 2006. "Confidence intervals for rank statistics: Percentile slopes, differences, and ratios," Stata Journal, StataCorp LP, vol. 6(4), pages 497-520, December.
- Orth, Walter, 2010. "The predictive accuracy of credit ratings: Measurement and statistical inference," MPRA Paper 30148, University Library of Munich, Germany, revised 16 Feb 2011.
- Newson, Roger B., 2013.
"Attributable and unattributable risks and fractions and other scenario comparisons,"
StataCorp LP, vol. 0(Number 4), pages 1-29.
- Roger B. Newson, 2013. "Attributable and unattributable risks and fractions and other scenario comparisons," Stata Journal, StataCorp LP, vol. 13(4), pages 672-698, December.
- Diego Rios-Zertuche & Jose Cuchilla & Paola Zúñiga-Brenes & Bernardo Hernández & Patricia Jara & Ali H. Mokdad & Emma Iriarte, 2017. "Alcohol abuse and other factors associated with risky sexual behaviors among adolescent students from the poorest areas in Costa Rica," International Journal of Public Health, Springer;Swiss School of Public Health (SSPH+), vol. 62(2), pages 271-282, March.
- Cogneau, Philippe & Hübner, Georges, 2015. "The prediction of fund failure through performance diagnostics," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 224-241.
- Roger Newson, 2016. "The role of Somers's D in propensity modeling," United Kingdom Stata Users' Group Meetings 2016 01, Stata Users Group.
- Daniel Marszalec, 2016. "Auctions For Complements â€“An Experimental Analysis," CIRJE F-Series CIRJE-F-1018, CIRJE, Faculty of Economics, University of Tokyo.
- Graevenitz, Georg von & Weber, Richard, 2011. "How to Educate Entrepreneurs?," Discussion Papers in Business Administration 12280, University of Munich, Munich School of Management.
- Ahdesmäki Miika & Lancashire Lee & Proutski Vitali & Wilson Claire & Davison Timothy S. & Harkin D. Paul & Kennedy Richard D., 2013. "Model selection for prognostic time-to-event gene signature discovery with applications in early breast cancer data," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 12(5), pages 619-635, October.
- 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).
- 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.
- Alena MINÃ ROVÃ, 2012. "Evaluation Of Dependence Of Occurrence Of Risk Events In Logistics On Risk Factors By Means Of Somers' D Coefficient," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 7(1(19)/ Sp), pages 73-86.
- Roger Newson, 2009. "Homoskedastic adjustment inflation factors in model selection," United Kingdom Stata Users' Group Meetings 2009 15, Stata Users Group.
- Peter, Eckley, 2015. "Measuring economic uncertainty using news-media textual data," MPRA Paper 64874, University Library of Munich, Germany, revised 01 May 2015.
- Orth, Walter, 2012. "The predictive accuracy of credit ratings: Measurement and statistical inference," International Journal of Forecasting, Elsevier, vol. 28(1), pages 288-296.
- 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.
- Roger Newson, 2014. "Easy-to-use packages for estimating rank and spline parameters," United Kingdom Stata Users' Group Meetings 2014 01, Stata Users Group.
- Roger Newson, 2015. "Somers' D: A common currency for associations," United Kingdom Stata Users' Group Meetings 2015 01, Stata Users Group.
More about this item
Keywordssomersd; Somers' D; Kendall’s tau-a ; Harrell’s c; ROC area; Gini index; population-attributable risk; rank correlation; rank-sum test; Wilcoxon test; sign test; confidence intervals; nonparametric methods; propensity score;
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:6:y:2006:i:3:p:309-334. 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.
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.