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Re: st: nptrend question


From   Roger Newson <roger.newson@kcl.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: nptrend question
Date   Tue, 18 Nov 2003 19:56:13 +0000

At 10:04 18/11/03 -0800, Ricardo Ovaldia wrote:
Dear Stata users,

I used -nptrend- to perform a nonparametric test for
trend across ordered groups. I assumed that because it
was non-parametric the way that the groups were coded
was not important. I coded a severity of illness
variable as follows:

0 not severe
1 mildly severe
2 severe
3 most severe

I run the -nptrend- an obtained:

. nptr died, by(severe)

    severe     score       obs      sum of ranks
         0         0       129         19828
         1         1        88         13737
         2         2        66         11148
         3         3        39          7290

     z  =  2.75,  chi-squared(1) =   7.57
  P>|z| = 0.0059


When I recoded the severity variable as:

 0 not severe
.5 mildly severe
.7 severe
 1 most severe

but maintaining the order, to my surprise I obtained:

. nptr died, by(severe)

    severe     score       obs      sum of ranks
         0         0       129         19828
        .5        .5        88         13737
        .7        .7        66         11148
         1         1        39          7290

     z  =  2.52,  chi-squared(1) =   6.35
  P>|z| = 0.0117


I though that this nonparametric test would be
invariant to the scale and only affected by the
relative ordering of the categories.

Is there a test for trend that is not affected by the
magnitude of the class variable values?
Yes. My own -somersd- package, downloadable from SSC, calculates confidence intervals for Somers' D and Kendall's tau-a, both of which are ordinal trend measures unaffected by the magnitude of the class variable values. A general review of these parameters behind "nonparametric" statistics is my Stata Journal article (Newson, 2002). A pre-publication draft of this can be downloaded from my website at
http://www.kcl-phs.org.uk/rogernewson/
either using a browser or using the Stata -net- command. The -somersd- package is distributed with .pdf manuals, which are complementary to my SJ article.

I hope this helps.

Roger

References

Newson R. Parameters behind "nonparametric" statistics: Kendall's tau, Somers' D and median differences. The Stata Journal 2002; 2(1): 45-64.


--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
or 020 7848 6605 International +44 20 7848 6605
Email: roger.newson@kcl.ac.uk
Website: http://www.kcl-phs.org.uk/rogernewson

Opinions expressed are those of the author, not the institution.

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