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


From   Steven Samuels <sjhsamuels@earthlink.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: significance test between two kendalls' tau coefficents ?
Date   Thu, 4 Dec 2008 09:03:54 -0500

-somersd- by Roger Newson can compute the difference between two Kendalls Tau coefficients. It is downloadable from SSC.

On Dec 4, 2008, at 8:39 AM, JOHN ANTONAKIS wrote:

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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