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

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.