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SOMERSD: Stata module to calculate Kendall's tau-a, Somers' D and median differences

Author

Listed:
  • Roger Newson

    () (National Heart and Lung Institute at Imperial College London)

Abstract

The somersd package contains the programs somersd, cendif and censlope, which calculate confidence intervals for the parameters behind rank or "nonparametric" statistics. The program somersd calculates confidence intervals for Kendall's tau-a or Somers' D, and stores the estimates and their covariance matrix as estimation results. The program cendif calculates confidence intervals for Hodges-Lehmann median differences (or other percentile differences) between two groups. The program censlope is an extended version of -somersd-, which also calculates confidence intervals for the generalized Theil-Sen median slope corresponding to the generalized Somers' D or Kendall's tau-a estimated. Kendall's tau-a is a difference between probabilities of concordance and discordance, and measures rank order correlation. Somers' D is a parameter equal to zero under the null hypothesis tested by the Wilcoxon or Mann-Whitney ranksum test, and can be used to calculate confidence intervals for Harrell's c index, for areas under receiver operating characteristic (ROC) curves, and for differences between Harrell's c indices or ROC areas. The Hodges-Lehmann median difference can be defined in terms of Somers' D, and is also zero under the null hypothesis tested by the ranksum test. Full documentation of the programs (including methods and formulas) can be found in the ancillary files somersd.pdf, cendif.pdf and censlope.pdf.

Suggested Citation

  • Roger Newson, 1998. "SOMERSD: Stata module to calculate Kendall's tau-a, Somers' D and median differences," Statistical Software Components S336401, Boston College Department of Economics, revised 12 Jan 2019.
  • Handle: RePEc:boc:bocode:s336401
    Note: This module may be installed from within Stata by typing "ssc install somersd". Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/s/somersd.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/somersd.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/s/somersd_mata.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/s/somersd.pdf
    File Function: documentation
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    File URL: http://fmwww.bc.edu/repec/bocode/s/somers_p.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/c/cendif.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/c/cendif.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/c/cendif.pdf
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    File URL: http://fmwww.bc.edu/repec/bocode/c/censlope_iteration.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/c/censlope.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/c/censlope.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/c/censlope.pdf
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    File URL: http://fmwww.bc.edu/repec/bocode/l/lsomersd.mlib
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    File URL: http://fmwww.bc.edu/repec/bocode/t/tidot.mata
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    File URL: http://fmwww.bc.edu/repec/bocode/b/blncdtree.mata
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_bcsf_bisect.mata
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_bcsf_bracketing.mata
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_bcsf_regula.mata
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_bcsf_ridders.mata
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_blncdtree.mata
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_somdtransf.mata
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_u2jackpseud.mata
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mf_bcsf_bracketing.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mf_blncdtree.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mf_somdtransf.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mf_u2jackpseud.sthlp
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