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Re: st: U - Statistics Kernel of order 3


From   "Roger B. Newson" <r.newson@imperial.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: U - Statistics Kernel of order 3
Date   Thu, 17 Nov 2011 16:14:47 +0000

I can't comment on -kernreg2-. However, the -somersd- package only uses U-statistics or V-statistics with kernels of order 2 (if the -funtype(bclust)- or -funtype(vonmises)- options are used), or U-statistics or V-statistics with kernels of order 1, ie sample means (if the option -funtype(wcluster)- is used). See Newson (2006) for details of methods and formulas.

I hope this helps.

Best wishes

Roger


References

Newson R. Confidence intervals for rank statistics: Somers' D and extensions. The Stata Journal 2006; 6(3): 309-334. Download from
http://www.stata-journal.com/article.html?article=snp15_6

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/popgenetics/reph/

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

On 17/11/2011 13:28, David Ashcraft wrote:
Dear statalist,

I am trying to implement U-statistics with kernel of order 3 in stata for some robust check. There are three different commands that uses the kernel: somersd,and KERNREG2. however, I am not sure what kernel order both packages are using. Please rewcommend, if there is any other command that implements U-Statistic with kerenl order of 3.
Regards


David

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