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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

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

Subject |
st: RE: Pitman's Test of difference in variance... |

Date |
Tue, 25 Mar 2008 10:20:13 -0000 |

First off, many medical statisticians refer to a plot of difference versus mean for two variables as a Bland-Altman plot because (Stata users) Bland and Altman popularised that very useful idea in many articles (and their textbooks). The idea is naturally much older. I guess you refer to the test of Pitman (1939) which is based on calculating the correlation between difference and mean. In one interpretation this is a test statistic for a null hypothesis of equal variances given bivariate normality. See also Snedecor and Cochran (1989, 192-193). Without independent confirmation of such normality there must be a question over its robustness, although the point could be explored by simulation. Personally, I prefer to regard it as an exploratory diagnostic. A value near zero implies concordance. Pitman, E. J. G. 1939. A note on normal correlation. Biometrika 31: 9-12. Snedecor, G. W., and W. G. Cochran. 1989. Statistical Methods. Ames, IA: Iowa State University Press. These and many other references are given in the help file for -concord- (-search concord- for locations). Nick n.j.cox@durham.ac.uk Amr Al Sayed I have a problem understanding the interpretation of Pitman's Test of difference in variance on doing Bland Altman plot. I did search the particular meaning of r and p value, but could not find an exact meaning in this particular situation of Bland Altman plot (other than it is a permutation non-parametric test...). * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Pitman's Test of difference in variance...***From:*Amr Al Sayed <asyoussef@yahoo.com>

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