Journal
STATA JOURNAL
Volume 6, Issue 3, Pages 309-334Publisher
STATA PRESS
DOI: 10.1177/1536867X0600600302
Keywords
snp15-6; somersd; Somers' D; Kendall's tau(a); Harrell's c; Roe area; Gini index; population-attributable risk; rank correlation; rank-sum test; Wilcoxon test; sign test; confidence intervals; nonparametric methods; propensity score
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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 D-YX as a measure of the effect of X on Y, or we may estimate D-XY as a performance indicator of X as a predictor of Y. The somersd package allows the estimation of Somers' D and Kendall's tau(a) 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 same stratum. Therefore, it is possible to define strata by grouping values of a confounder, or of a propensity score based on multiple confounders, and to estimate versions of Somers' D that measure the association between the outcome and the predictor, adjusted for the confounders. The Stata 9 version of somersd uses the Mata language for improved computational efficiency with large datasets.
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