Thanks to Kit Baum, a new version of the -somersd- package is now
available for download from ssc. In Stata, use the -ssc- command to do
this.
The -somersd- package is described as below on my website. In the new
version, the -cendif- module has the additional option -funtype()-,
denoting functional type, corresponding to the options of the same name
for the -somersd- and -censlope- modules. -cendif- can therefore now
estimate confidence intervals for median differences from samples of
matched pairs, corresponding to the confidence intervals for mean
differences produced by the paired t-test.
For instance, in the -bplong- dataset distributed with official Stata
and accessible using the -sysuse- command, we can type
cendif bp, by(when) transf(z) tdist cluster(patient) funtype(wcluster)
and produce a confidence interval for the median difference between
untreated and treated blood pressures for the same subject,
corresponding to the sign test. Alternatively, in the same dataset, we
can type
cendif bp, by(when) transf(z) tdist cluster(patient) funtype(vonmises)
and produce a confidence interval for the median difference between all
pairs of untreated and treated blood pressures in the sample of paired
blood pressures, corresponding to the clustered rank-sum test for paired
data described by Rosmer et al. (2006).
I would like to thank David Airey of Vanderbilt University for drawing
my attention to some recent papers on clustered rank-sum tests,
especially Rosmer (2006).
Best wishes
Roger
References
Rosmer, B., R. J. Glynn and M-L. T. Lee. 2006. Extension of the
rank-sum test for clustered data: Two-group comparisons with group
membership defined at the subunit level. Biometrics 62(4): 1251-1259.
Roger Newson
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: [email protected]
www.imperial.ac.uk/nhli/r.newson/
Opinions expressed are those of the author, not of the institution.
------------------------------------------------------------------------
-------------------
package somersd from http://www.imperial.ac.uk/nhli/r.newson/stata9
------------------------------------------------------------------------
-------------------
TITLE
somersd: Kendall's tau-a, Somers' D and percentile slopes
DESCRIPTION/AUTHOR(S)
The somersd package contains the programs somersd, censlope and
cendif,
which calculate confidence intervals for a range of parameters
behind
rank or "nonparametric" statistics. somersd calculates confidence
intervals for generalized Kendall's tau-a or Somers' D parameters,
and stores the estimates and their covariance matrix as estimation
results.
It can be used on left-censored, right-censored, clustered and/or
stratified data. censlope is an extended version of somersd, which
also
calculates confidence limits for the generalized Theil-Sen median
slopes
(or other percentile slopes) corresponding to the version of
Somers' D
or Kendall's tau-a estimated. cendif is an easy-to-use program to
calculate confidence intervals for Hodges-Lehmann median
differences
(or other percentile differences) between two groups. The somersd
package
can be used to calculate confidence intervals for a wide range of
rank-based parameters, which are special cases of Kendall's tau-a,
Somers' D or percentile slopes. These parameters include
differences
between proportions, Harrell's c index, areas under receiver
operating
characteristic (ROC) curves, differences between Harrell's c
indices or
ROC areas, Gini coefficients, population attributable risks,
median
differences, ratios, slopes and per-unit ratios, and the
parameters
behind the sign test and the Wilcoxon-Mann-Whitney or
Breslow-Gehan
ranksum tests. Full documentation of the programs (including
methods and
formulas) can be found in the manual files somersd.pdf,
censlope.pdf and
cendif.pdf, which can be viewed using the Adobe Acrobat Reader.
Author: Roger Newson
Distribution-date: 12June2007
Stata-version: 9
INSTALLATION FILES (click here to
install)
cendif.ado
censlope.ado
somers_p.ado
somersd.ado
cendif.hlp
censlope.hlp
censlope_iteration.hlp
mf_bcsf_bracketing.hlp
mf_blncdtree.hlp
mf_somdtransf.hlp
mf_u2jackpseud.hlp
somersd.hlp
somersd_mata.hlp
_bcsf_bisect.mata
_bcsf_bracketing.mata
_bcsf_regula.mata
_bcsf_ridders.mata
_blncdtree.mata
_somdtransf.mata
_u2jackpseud.mata
_v2jackpseud.mata
blncdtree.mata
tidot.mata
tidottree.mata
lsomersd.mlib
ANCILLARY FILES (click here to get)
cendif.pdf
censlope.pdf
somersd.pdf
------------------------------------------------------------------------
-------------------
(click here to return to the previous screen)
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
