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From |
"Feiveson, Alan H. (JSC-SK311)" <Alan.H.Feiveson@nasa.gov> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: RE: significance test between two kendalls' tau coefficents ? |

Date |
Mon, 8 Dec 2008 12:44:33 -0600 |

Roger Newson wrote: ----------------------------------------------------------------------- Sometimes, by contrast, we may want to estimate the difference between 2 tau(Y,X) statistics in different subpopulations, from which we have taken 2 different subsamples. In this case, we can use the -somersd- package with the -parmest- package, also downloadable from SSC. The -parmest- package creates and processes output datasets (or resultssets) with 1 observation per estimated parameter and data on estimates, standard errors, confidence limits and P-values, and is described in Newson (2003), Newson (2004), and Newson(2008). If the variable -subpop- indicates which of 2 subpopulations an observation belongs to, then we may type in Stata ----------------------------------------------------------------------- But what about the case of clustering? In this case, there may be two distinct subsets of data on which tau(X, Y) is estimated, but there is a common pool of subjects. So, for example, Subject 1 contributed to tau(X ,Y) on both subsets. The within-data comparison of tau's in -somersd- won't work, because it only applies to common observations in the data set. The between-sets comparison is invalid as it ignores the clustering due to subjects. Al Feiveson * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: RE: RE: significance test between two kendalls' tau coefficents ?***From:*"Newson, Roger B" <r.newson@imperial.ac.uk>

**References**:**st: significance test between two kendalls' tau coefficents ?***From:*"Marcus Fischer" <Marcus.Fischer@klinik.uni-regensburg.de>

**st: RE: significance test between two kendalls' tau coefficents ?***From:*"Newson, Roger B" <r.newson@imperial.ac.uk>

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