Thanks as always 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. In the new version, the References in the online help contain hypertext to the articles referenced, at the Stata Journal and Journal of Statistical Software websites.
Best wishes
Roger
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package somersd from http://www.imperial.ac.uk/nhli/r.newson/stata12
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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: 06may2014
Stata-version: 12.1
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)
The -somersd- package is described as below on my website. In the new version, the References in the online help contain hypertext to the articles referenced, at the Stata Journal and Journal of Statistical Software websites.
Best wishes
Roger
--------------------------------------------------------------------------------------
package somersd from http://www.imperial.ac.uk/nhli/r.newson/stata12
--------------------------------------------------------------------------------------
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: 06may2014
Stata-version: 12.1
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)
