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Confidence intervals for rank statistics: Somers' D and extensions

  • Roger Newson

    ()

    (Imperial College London)

Somers' D is an asymmetric measure of association between two variables, which plays a central role as a parameter behind rank or nonparametric statistical methods. Given predictor variable X and outcome variable Y, we may estimate D(YX) as a measure of the effect of X on Y, or we may estimate D(XY) as a performance indicator of X as a predictor of Y. The somersd package allows the estimation of Somers’ D and Kendall’s tau-a with confidence limits as well as p-values. The Stata 9 version of somersd can estimate extended versions of Somers' D not previously available, including the Gini index, the parameter tested by the sign test, and extensions to left- or right-censored data. It can also estimate stratified versions of Somers' D, restricted to pairs in the same stratum. Therefore, it is possible to define strata by grouping values of a confounder, or of a propensity score based on multiple confounders, and to estimate versions of Somers' D that measure the association between the outcome and the predictor, adjusted for the confounders. The Stata 9 version of somersd uses the Mata language for improved computational efficiency with large datasets. Copyright 2006 by StataCorp LP.

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Article provided by StataCorp LP in its journal Stata Journal.

Volume (Year): 6 (2006)
Issue (Month): 3 (September)
Pages: 309-334

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Handle: RePEc:tsj:stataj:v:6:y:2006:i:3:p:309-334
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  1. 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.
  2. Roger Newson, 2001. "somersd-Confidence intervals for nonparametric statistics and their differences," Stata Technical Bulletin, StataCorp LP, vol. 10(55).
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