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st: New version of -somersd- on SSC

From   Roger Newson <[email protected]>
To   [email protected]
Subject   st: New version of -somersd- on SSC
Date   Wed, 08 Jun 2005 12:02:50 +0100

Hello All

Thanks to Kit Baum, there is a new version of the -somersd- package downloadable from SSC. In Stata, use the -ssc- command to do this.

-somersd- is described as below on my website. The new version adds Harrell's c to the list of transformations of Somers' D for which confidence intervals can be output. Harrell's c is equal to the area under the receiver operating characteristic (ROC) curve if the first variable is a binary disease indicator and the second variable is a quantitative diagnostic test result for the disease.

This version of -somersd- is intended as the last Stata 6 version. I am planning a Stata 9 version, which will be able to input left- and right-censored variables, and will be written partly in Mata for greater speed with large datasets.

Best wishes


package somersd from

somersd: Kendall's tau-a, Somers' D and median differences

The somersd package contains the programs somersd and cendif, which
calculate confidence intervals for the parameters behind rank or
"nonparametric" statistics. The program somersd calculates confidence
intervals for Kendall's tau-a or Somers' D, and stores the estimates and
their covariance matrix as estimation results. The program cendif calculates
confidence intervals for Hodges-Lehmann median differences (or other
percentile differences) between two groups. Kendall's tau-a is a difference
between probabilities of concordance and discordance, and measures rank
order correlation. Somers' D is a parameter equal to zero under the null
hypothesis tested by the Wilcoxon or Mann-Whitney ranksum test, and can be
used to calculate confidence intervals for Harrell's c index, for areas under
receiver operating characteristic (ROC) curves, and for differences between
Harrell's c indices or ROC areas. The Hodges-Lehmann median difference can be
defined in terms of Somers' D, and is also zero under the null hypothesis
tested by the ranksum test. Full documentation of the two programs (including
methods and formulas) can be found in the ancillary files somersd.pdf and
cendif.pdf, which can be viewed using the Adobe Acrobat Reader.

Author: Roger Newson
Distribution-date: 31 May 2005
Stata-version: 6

INSTALLATION FILES (click here to install)

ANCILLARY FILES (click here to get)
(click here to return to the previous screen)

Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
Division of Asthma, Allergy and Lung Biology
King's College London

5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
or 020 7848 6605 International +44 20 7848 6605
Email: [email protected]

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

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