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


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

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