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From |
"Newson, Roger B" <r.newson@imperial.ac.uk> |

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

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

Date |
Tue, 9 Dec 2008 13:31:35 -0000 |

Al states, correctly, that -somersd- does not yet calculate confidence limits for the difference between 2 within-stratum tau(X,Y) parameters specific to 2 strata that may both appear in the same cluster. To make this possible, I would probably have to upgrade -somersd- to create an output dataset (or resultsset), with 1 observation per cluster and data on the delta-jackknife influence functions or pseudovalues of that cluster for the various tau-a or Somers' D statistics. If we created 2 such resultssets, one for each stratum, then we could merge the 2 resultssets using the cluster() variable as the key, and then use the -mean- command to estimate a covariance matrix for the tau-a or Somers' D statistics, and then use -lincom- to estimate the difference. Such a method would be a rank-methods analog of -suest-. Best wishes Roger Roger B Newson BSc MSc DPhil Lecturer in Medical Statistics Respiratory Epidemiology and Public Health Group National Heart and Lung Institute Imperial College London Royal Brompton Campus Room 33, Emmanuel Kaye Building 1B Manresa Road London SW3 6LR UNITED KINGDOM Tel: +44 (0)20 7352 8121 ext 3381 Fax: +44 (0)20 7351 8322 Email: r.newson@imperial.ac.uk Web page: http://www.imperial.ac.uk/nhli/r.newson/ Departmental Web page: http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/pop genetics/reph/ Opinions expressed are those of the author, not of the institution. -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Feiveson, Alan H. (JSC-SK311) Sent: 08 December 2008 18:45 To: statalist@hsphsun2.harvard.edu Subject: st: RE: RE: significance test between two kendalls' tau coefficents ? 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/ * * 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/

**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>

**st: RE: RE: significance test between two kendalls' tau coefficents ?***From:*"Feiveson, Alan H. (JSC-SK311)" <Alan.H.Feiveson@nasa.gov>

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