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Confidence intervals for rank statistics: Somers' D and extensions AgEcon
Newson, Roger.
Somers’ D is an asymmetric measure of association between two variables, which plays a central role as a parameter behind rank or nonparametric statistical methods. Given predictor variable X and outcome variable Y , we may estimate DYX as a measure of the effect of X on Y , or we may estimate DXY as a performance indicator of X as a predictor of Y. The somersd package allows the estimation of Somers’ D and Kendall’s τα with confidence limits as well as p-values. The Stata 9 version of somersd can estimate extended versions of Somers’ D not previously available, including the Gini index, the parameter tested by the sign test, and extensions to left- or right-censored data. It can also estimate stratified versions of Somers’ D, restricted to pairs in the...
Tipo: Journal Article Palavras-chave: Somersd; Somers' D; Kendall's τ_a; Harrell's c; ROC area; Gini index; Population-attributable risk; Rank correlation; Rank-sum test; Wilcoxon test; Sign test; Confidence intervals; Nonparametric methods; Propensity score; Research Methods/ Statistical Methods.
Ano: 2006 URL: http://purl.umn.edu/117583
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