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st: New package -wridit- on SSC

From   "Roger B. Newson" <>
To   "" <>
Subject   st: New package -wridit- on SSC
Date   Mon, 27 Feb 2012 11:05:21 +0000

Thanks as always to Kit Baum, a new package -wridit- is now available for download from SSC. In Stata, use the -ssc- command to do this.

The -wridit- package is described as below on my website, and calculayes weighted ridits for a variable. Zero weights are allowed, in which case the ridits for the observations with zero weights are relative to the weight distribution in the observations with non-zero weights. Ridits, and the left, right and central inverse ridits, are important in rank statistics, which, strictly speaking, are really ridit statistics. They are also potentially useful in spline statistics, where the user might want to define a spline in the ridit of an X-variable, instead of in the X-variable itself.

I would like to thank Nick Cox for writing the -ridit()- function of the -egenmore- package, which generates unweighted ridits, and from which I borrowed a few ideas for -wridit-. I slightly revised the algorithm for -wridit-, in order to avoid the small numerical accuracy issues associated with adding a small probability to a large probability.

Best wishes


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
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Web page:
Departmental Web page:

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

package wridit from

      wridit: Generate weighted ridits

      wridit inputs a variable and generates its weighted ridits.
      If no weights are provided, then all weights are assumed
      equal to 1, so unweighted ridits are generated.

      Author: Roger Newson
      Distribution-Date: 22february2012
      Stata-Version: 10

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