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

From   "Newson, Roger B" <>
To   <>
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 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
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Web page:
Departmental Web page:

Opinions expressed are those of the author, not of the institution.

-----Original Message-----
[] On Behalf Of Feiveson,
Alan H. (JSC-SK311)
Sent: 08 December 2008 18:45
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

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