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Re: st: Statistical hypothesis test for comparing dependent Spearman's rho coefficients in Stata


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Statistical hypothesis test for comparing dependent Spearman's rho coefficients in Stata
Date   Thu, 20 Jun 2013 14:29:54 +0100

If you can state the precise assumptions that you have, it should be
possible to simulate to get a sampling distribution for a quantity of
interest. Much experience points to it being easier to compare on a
atanh scale rather than a correlation scale.

Nick
njcoxstata@gmail.com


On 20 June 2013 13:23, Margaret MacDougall <Margaret.MacDougall@ed.ac.uk> wrote:
> Hello
>
> I am very interested in using Stata to perform a hypothesis test to compare
> two values, rho_1 and rho_2, say, of Spearman's rho. There is a dependency
> between the values as one of the variables used to obtain rho_1 was also
> used to obtain rho_2. Has anyone identified a way of achieving the above in
> Stata? I have observed from a previous post that some related discussion
> took place many years ago but I would keen to find out if there has been
> progress in developing a module in relation to the above need or if there is
> existing code that a list user would be kindly willing to share for the same
> purpose.
>
> Very many thanks
>
> Best wishes
>
> Margaret
>
>
> --
> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
> Dr Margaret MacDougall
> Medical Statistician and Researcher in Education
> Centre for Population Health Sciences
> University of Edinburgh Medical School
> Teviot Place
> Edinburgh EH8 9AG
>
> Tel:  +44 (0) 131 650 3211
> Fax:  +44 (0) 131 650 6909
> E-mail: Margaret.MacDougall@ed.ac.uk
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>
> The University of Edinburgh is a charitable body, registered in
> Scotland, with registration number SC005336.
>
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