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From | jl591164@albany.edu |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: is Kendall's tau the best correlation coeficient for binary varibles? |
Date | Wed, 8 Sep 2010 13:07:34 -0400 (EDT) |
Hi Roger, Thank you very much for your very helpful advice. I think i just read a paper on somersd and confidence intervals of the coeficients. This is perfect. Thanks a lot. Junqing > Yes, Kendall's correlation is a reasonable coefficient to use with > binary variables. However, it is usually more informative to use the > corresponding regression coefficient, Somers' D, which, if the 2 > variables are binary, is simply the difference between proportions. Both > Somers' D and Kendall's tau-a can be calculated (with confidence limits > as well as P-values) using the -somersd- package, which can be > downloaded from SSC (using the -ssc- command). > > So, if -x- and -y- are 2 binary variables, with values 0 for a negative > outcome and 1 for a positive outcome, then you can type > > somersd x y, transf(z) tdist > > to get a confidence interval for the difference between the proportion > of y-positives in the x-positives and the proportion of y-positives in > the x-negatives. And you can type > > somersd y x, transf(z) tdist > > to get a confidence interval for the difference between the proportion > of x-positives in the y-positives and the proportion of x-positives in > the y-negatives. Both of these confidence intervals are defined using > the Normalizing and variance-stabilizing hyperbolic arctangent or > z-transformation, to define symmetric confidence intervals for the > z-transformed differences between proportiions, and the more useful > asymmetric confidence intervals for the untransformed differences > between proportions. > > I hope this helps. > > Best wishes > > Roger > > > 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 08/09/2010 17:16, jl591164@albany.edu wrote: >> Dear Statalist, >> I need to do a correlation matrix of all my study variables. Most of >> them >> are binary variable, and two are continuous variables. Is Kenall's tau >> the >> test coefficient to use to get the correlation matrix of my study >> variables? Any advice is highly appreciated. >> Junqing >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/