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Re: st: significance test between two kendalls' tau coefficents ?


From   JOHN ANTONAKIS <john.antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: significance test between two kendalls' tau coefficents ?
Date   Thu, 04 Dec 2008 14:39:05 +0100

Why don't you simply construct a 95% confidence interval around the tau estimate and check if estimates overlap? STATA reports the ASE for tau with the tab y x, all command.

HTH,
John Antonakis


On 04.12.2008 12:34, Marcus Fischer wrote:
> I would like to compare two Kenadalls' tau coefficients. Is it possible to test whether one coefficient is significantly higher than the other one ?
> Thanks.
>
>
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