Thanks as always to Kit Baum, new versions of the somersd, scsomersd and rcentile packages are now available for download from SSSC In Stata, use the ssc command to do this, or adoupdate if you already have old versions of these packages
The somersd, scsomersd and rcentile packages are described as below on my website, and form a fleet of packages for computing confidence ntervals for rank parameters. The new versions have been updated to Stata Version 16, and use data frames, either explictly or implicitly. This should speed at least some modules up, at least some of the time.
Users of old versions of Stata can sstill download old versions of all these packages (the Stata 10 versions of scsomersd and rcentle and the Stata 12, 10, 9, 6 and 5 versions of somersd) from my website by typing, in Stata,
net from "http://www.rogernewsonresources.org.uk/"
and selecting the Stata version and package required.
Best wishes
Roger
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package somersd from http://www.rogernewsonresources.org.uk/stata16
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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: 16april2020
Stata-version: 16.0
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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(click here to return to the previous screen)
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package scsomersd from http://www.rogernewsonresources.org.uk/stata16
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TITLE
scsomersd: Rank statistics for scenario comparisons
DESCRIPTION/AUTHOR(S)
scsomersd, sccendif and sccenclope compute confidence intervals for
rank statistics comparing scenarios. Scenarios are alternative
versions of the data, differing in the values of sampling
probability weights and/or in the values of an outcome variable.
The scenario-comparison rank statistics compare 2 scenarios,
denoted Scenario 0 and Scenario 1, derived from the dataset in the
memory, in a temporary extended dataset with 1 observation per
original observation per scenario. scsomersd estimates the Somers'
D or Kendall tau-a of the outcome variable, and sccendif and
sccenslope estimate the Hodges-Lehmann percentile differences of
the outcome variable, with respect to scenario membership.
Examples of between-scenario rank statistics include the Gini
coefficient of inequality, the population attributable risk (PAR),
percentiles of weighted and/or clustered samples, and
Hodges-Lehmann percentile differences between paired samples.
scsomersd, sccendif and sccenclope use the packages somersd and
expgen, which must be installed in order for the programs to work,
and can be downloaded from SSC.
Author: Roger Newson
Distribution-date: 16april2020
Stata-version: 16
INSTALLATION FILES (click here to install)
sccendif.ado
sccenslope.ado
scsomersd.ado
sccendif.sthlp
sccenslope.sthlp
scsomersd.sthlp
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(click here to return to the previous screen)
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package rcentile from http://www.rogernewsonresources.org.uk/stata16
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TITLE
rcentile: Robust confidence intervals for percentiles
DESCRIPTION/AUTHOR(S)
rcentile calculates robust confidence intervals for
percentiles, allowing for clustered sampling and/or weighting
if necessary. rcentile requires the SSC packages somersd,
scsomersd and expgen in order to work.
Author: Roger Newson
Distribution-date: 16april2016
Stata-version: 16.0
INSTALLATION FILES (click here to install)
rcentile.ado
rcentile.sthlp
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(click here to return to the previous screen)
The somersd, scsomersd and rcentile packages are described as below on my website, and form a fleet of packages for computing confidence ntervals for rank parameters. The new versions have been updated to Stata Version 16, and use data frames, either explictly or implicitly. This should speed at least some modules up, at least some of the time.
Users of old versions of Stata can sstill download old versions of all these packages (the Stata 10 versions of scsomersd and rcentle and the Stata 12, 10, 9, 6 and 5 versions of somersd) from my website by typing, in Stata,
net from "http://www.rogernewsonresources.org.uk/"
and selecting the Stata version and package required.
Best wishes
Roger
---------------------------------------------------------------------------------
package somersd from http://www.rogernewsonresources.org.uk/stata16
---------------------------------------------------------------------------------
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: 16april2020
Stata-version: 16.0
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
---------------------------------------------------------------------------------
(click here to return to the previous screen)
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package scsomersd from http://www.rogernewsonresources.org.uk/stata16
---------------------------------------------------------------------------------
TITLE
scsomersd: Rank statistics for scenario comparisons
DESCRIPTION/AUTHOR(S)
scsomersd, sccendif and sccenclope compute confidence intervals for
rank statistics comparing scenarios. Scenarios are alternative
versions of the data, differing in the values of sampling
probability weights and/or in the values of an outcome variable.
The scenario-comparison rank statistics compare 2 scenarios,
denoted Scenario 0 and Scenario 1, derived from the dataset in the
memory, in a temporary extended dataset with 1 observation per
original observation per scenario. scsomersd estimates the Somers'
D or Kendall tau-a of the outcome variable, and sccendif and
sccenslope estimate the Hodges-Lehmann percentile differences of
the outcome variable, with respect to scenario membership.
Examples of between-scenario rank statistics include the Gini
coefficient of inequality, the population attributable risk (PAR),
percentiles of weighted and/or clustered samples, and
Hodges-Lehmann percentile differences between paired samples.
scsomersd, sccendif and sccenclope use the packages somersd and
expgen, which must be installed in order for the programs to work,
and can be downloaded from SSC.
Author: Roger Newson
Distribution-date: 16april2020
Stata-version: 16
INSTALLATION FILES (click here to install)
sccendif.ado
sccenslope.ado
scsomersd.ado
sccendif.sthlp
sccenslope.sthlp
scsomersd.sthlp
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(click here to return to the previous screen)
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package rcentile from http://www.rogernewsonresources.org.uk/stata16
---------------------------------------------------------------------------------
TITLE
rcentile: Robust confidence intervals for percentiles
DESCRIPTION/AUTHOR(S)
rcentile calculates robust confidence intervals for
percentiles, allowing for clustered sampling and/or weighting
if necessary. rcentile requires the SSC packages somersd,
scsomersd and expgen in order to work.
Author: Roger Newson
Distribution-date: 16april2016
Stata-version: 16.0
INSTALLATION FILES (click here to install)
rcentile.ado
rcentile.sthlp
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(click here to return to the previous screen)
