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


From   Mike Lacy <Michael.Lacy@colostate.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: significance test between two kendalls' tau coefficents ?
Date   Fri, 05 Dec 2008 11:30:18 -0700


A
>Date: Thu, 4 Dec 2008 16:13:01 +0000
>From: Ronan Conroy <rconroy@rcsi.ie>
>Subject: Re: st: significance test between two kendalls' tau coefficents ?
>
>On 4 Dec 2008, at 13:39, 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.
>
>Warning: overlapping confidence intervals do not necessarily mean that
>the two are not significantly different.
>
>You need the confidence interval for the difference.

Moreover, if you truly want a test as opposed to a CI, it is
worth keeping in mind that the SE of the sampling distribution,
and in fact all aspects of the sampling distribution,  is in general
not the same under the null (test situation) as it is under the
alternative (CI situation.)I have seen cases with measures like
Tau in which the two sampling distributions differed radically.
An instructive exercise is to compare the distribution one gets
from -bootstrap- (distribution under the alternative) vs. -permute-
(under the null)

Regards,
Mike Lacy
Fort Collins CO


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