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st: New version of -somersd- on SSC


From   Roger Newson <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: New version of -somersd- on SSC
Date   Mon, 20 Jun 2011 18:10:24 +0100

Thanks again to Kit Baum, a new version of the -somersd- package is now available for download from SSC. In Stata, use the -ssc- command to do this, or -adoupdate- if you already have an old version of -somersd-.

The -somersd- package is described as below on my website. The new version adds a new estimation result -e(depvarsum)-, containing the sum, in the estimation sample, of the "dependent variable" specified by -e(depvar)-, which is always the first variable in the input varlist. The result -e(depvarsum)- is useful if this first variable is binary with values 0 and 1, because then -e(depvarsum)- contains the number of observations in which this binary variable is equal to 1.

So, if in the -auto- data you type

somersd foreign mpg weight, transf(z) tdist
ereturn list

then the Somers' D statistics compare mileage and weight between non-US car models and US car models. The returned result -e(N)- is 74 (the total number of car models), and the returned result -e(depvarsum)- is 22 (the number of non-US car models, in which -foreign- is equal to 1). The number of car models in the smaller of the 2 groups being compared may be a useful diagnostic indicator, indicating how accurate the confidence intervals are. See Newson (2007) for some reasons why this might be the case.

Best wishes

Roger


References

Newson R. B. Robust confidence intervals for Hodges-Lehmann median differences. 13th UK Stata Users’ Group Meeting, 10–11 September, 2007
Downloadable from the conference website at
http://ideas.repec.org/s/boc/usug07.html

--
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: [email protected]
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.

---------------------------------------------------------------------------------
package somersd from http://www.imperial.ac.uk/nhli/r.newson/stata10
---------------------------------------------------------------------------------

TITLE
      somersd: Kendall's tau-a, Somers' D and percentile slopes

DESCRIPTION/AUTHOR(S)
The somersd package contains the programs somersd, censlope and cendif,
      which calculate confidence intervals for a range of parameters behind
      rank or "nonparametric" statistics. somersd calculates confidence
      intervals for generalized Kendall's tau-a or Somers' D parameters,
and stores the estimates and their covariance matrix as estimation results.
      It can be used on left-censored, right-censored, clustered and/or
stratified data. censlope is an extended version of somersd, which also calculates confidence limits for the generalized Theil-Sen median slopes (or other percentile slopes) corresponding to the version of Somers' D
      or Kendall's tau-a estimated. cendif is an easy-to-use program to
      calculate confidence intervals for Hodges-Lehmann median differences
(or other percentile differences) between two groups. The somersd package
      can be used to calculate confidence intervals for a wide range of
      rank-based parameters, which are special cases of Kendall's tau-a,
      Somers' D or percentile slopes. These parameters include differences
between proportions, Harrell's c index, areas under receiver operating characteristic (ROC) curves, differences between Harrell's c indices or
      ROC areas, Gini coefficients, population attributable risks, median
      differences, ratios, slopes and per-unit ratios, and the parameters
      behind the sign test and the Wilcoxon-Mann-Whitney or Breslow-Gehan
ranksum tests. Full documentation of the programs (including methods and formulas) can be found in the manual files somersd.pdf, censlope.pdf and
      cendif.pdf, which can be viewed using the Adobe Acrobat Reader.

      Author: Roger Newson
      Distribution-date: 17june2011
      Stata-version: 10


INSTALLATION FILES                                  (click here to install)
      cendif.ado
      censlope.ado
      somers_p.ado
      somersd.ado
      _bcsf_bisect.mata
      _bcsf_bracketing.mata
      _bcsf_regula.mata
      _bcsf_ridders.mata
      _blncdtree.mata
      _somdtransf.mata
      _u2jackpseud.mata
      _v2jackpseud.mata
      blncdtree.mata
      tidot.mata
      tidottree.mata
      lsomersd.mlib
      cendif.sthlp
      censlope.sthlp
      censlope_iteration.sthlp
      mf_bcsf_bracketing.sthlp
      mf_blncdtree.sthlp
      mf_somdtransf.sthlp
      mf_u2jackpseud.sthlp
      somersd.sthlp
      somersd_mata.sthlp

ANCILLARY FILES                                     (click here to get)
      cendif.pdf
      censlope.pdf
      somersd.pdf
---------------------------------------------------------------------------------
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