somersd
Stata package somersd:Efficient Calculation of Jackknife Confidence Intervals for Rank Statistics. An algorithm is presented for calculating concordance-discordance totals in a time of order N log N , where N is the number of observations, using a balanced binary search tree. These totals can be used to calculate jackknife estimates and confidence limits in the same time order for a very wide range of rank statistics, including Kendall’s tau, Somers’ D, Harrell’s c, the area under the receiver operating characteristic (ROC) curve, the Gini coefficient, and the parameters underlying the sign and rank-sum tests. A Stata package is introduced for calculating confidence intervals for these rank statistics using this algorithm, which has been implemented in the Mata compilable matrix programming language supplied with Stata.
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References in zbMATH (referenced in 7 articles , 1 standard article )
Showing results 1 to 7 of 7.
Sorted by year (- Fürnkranz, Johannes; Kliegr, Tomáš; Paulheim, Heiko: On cognitive preferences and the plausibility of rule-based models (2020)
- Navarro, Noemí; Veszteg, Róbert F.: On the empirical validity of axioms in unstructured bargaining (2020)
- Ramos, Héctor M.; Ollero, Jorge; Suárez-Llorens, Alfonso: A new explanatory index for evaluating the binary logistic regression based on the sensitivity of the estimated model (2017)
- John, Katrin; Thomsen, Stephan L.: School-track environment or endowment: what determines different other-regarding behavior across peer groups? (2015)
- Chakrabarty, Manisha; Hildenbrand, Werner: Engel’s law reconsidered (2011)
- Roger Newson: Efficient Calculation of Jackknife Confidence Intervals for Rank Statistics (2005) not zbMATH
- Roger Newson: Parameters behind “nonparametric” statistics: Kendall’s tau, Somers’ D and median differences (2002) not zbMATH