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

From   "Feiveson, Alan H. (JSC-SK311)" <>
To   <>
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

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