Confidence intervals for rank statistics: Percentile slopes, differences, and ratios
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Roger Newson, 2006. "Confidence intervals for rank statistics: Somers' D and extensions," Stata Journal, StataCorp LP, vol. 6(3), pages 309-334, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Stephen F Weng & Jenna Reps & Joe Kai & Jonathan M Garibaldi & Nadeem Qureshi, 2017. "Can machine-learning improve cardiovascular risk prediction using routine clinical data?," PLOS ONE, Public Library of Science, vol. 12(4), pages 1-14, April.
- Dirk Tasche, 2009. "Estimating discriminatory power and PD curves when the number of defaults is small," Papers 0905.3928, arXiv.org, revised Mar 2010.
- Roger Newson, 2007. "Robust confidence intervals for Hodges–Lehmann median difference," United Kingdom Stata Users' Group Meetings 2007 01, Stata Users Group.
- Navarro, Noemí & Veszteg, Róbert F., 2020.
"On the empirical validity of axioms in unstructured bargaining,"
Games and Economic Behavior, Elsevier, vol. 121(C), pages 117-145.
- Noemí Navarro & Róbert F. Veszteg, 2020. "On the empirical validity of axioms in unstructured bargaining," Post-Print hal-02873121, HAL.
- Diego Rios-Zertuche & Jose Cuchilla & Paola Zúñiga-Brenes & Bernardo Hernández & Patricia Jara & Ali H. Mokdad & Emma Iriarte, 2017. "Alcohol abuse and other factors associated with risky sexual behaviors among adolescent students from the poorest areas in Costa Rica," International Journal of Public Health, Springer;Swiss School of Public Health (SSPH+), vol. 62(2), pages 271-282, March.
- Cogneau, Philippe & Hübner, Georges, 2015. "The prediction of fund failure through performance diagnostics," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 224-241.
- Jeannette Brosig‐Koch & Heike Hennig‐Schmidt & Nadja Kairies‐Schwarz & Daniel Wiesen, 2017.
"The Effects of Introducing Mixed Payment Systems for Physicians: Experimental Evidence,"
Health Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 243-262, February.
- Brosig-Koch, Jeannette & Hennig-Schmidt, Heike & Kairies-Schwarz, Nadja & Wiesen, Daniel, 2015. "The Effects of Introducing Mixed Payment Systems for Physicians – Experimental Evidence," Ruhr Economic Papers 543, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Roger Newson, 2016. "The role of Somers's D in propensity modeling," United Kingdom Stata Users' Group Meetings 2016 01, Stata Users Group.
- Marco Lollobrigida & Livia Ottolenghi & Denise Corridore & Gianluca Pingitore & Cecilia Damiano & Giorgio Serafini & Alberto De Biase, 2022. "Student Evaluation of Distance Learning during the COVID-19 Pandemic: A Cross-Sectional Survey on Medical, Dental, and Healthcare Students at Sapienza University of Rome," IJERPH, MDPI, vol. 19(16), pages 1-10, August.
- Daniel Marszalec, 2016. "Auctions For Complements –An Experimental Analysis," CIRJE F-Series CIRJE-F-1018, CIRJE, Faculty of Economics, University of Tokyo.
- Ahdesmäki Miika & Lancashire Lee & Proutski Vitali & Wilson Claire & Davison Timothy S. & Harkin D. Paul & Kennedy Richard D., 2013. "Model selection for prognostic time-to-event gene signature discovery with applications in early breast cancer data," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 12(5), pages 619-635, October.
- Hanna Karolina Szymborska, 2018. "Household wealth structures and position in the income distribution – econometric analysis for the USA, 1989-2013," Working Papers PKWP1806, Post Keynesian Economics Society (PKES).
- Gala, Kaushik & Schwab, Andreas & Mueller, Brandon A., 2024. "Star entrepreneurs on digital platforms: Heavy-tailed performance distributions and their generative mechanisms," Journal of Business Venturing, Elsevier, vol. 39(1).
- Ichiro Kunitsugu & Masayuki Okuda & Shinichi Sugiyama & Norikazu Yoshitake & Yukio Tanizawa & Satoshi Sasaki & Tatsuya Hobara, 2012. "Meat intake frequency and anemia in Japanese children and adolescents," Nursing & Health Sciences, John Wiley & Sons, vol. 14(2), pages 197-203, June.
- Alena MINÃ ROVÃ, 2012. "Evaluation Of Dependence Of Occurrence Of Risk Events In Logistics On Risk Factors By Means Of Somers' D Coefficient," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 7(1(19)/ Sp), pages 73-86.
- Marszalec, Daniel, 2018. "Fear not the simplicity - An experimental analysis of auctions for complements," Journal of Economic Behavior & Organization, Elsevier, vol. 152(C), pages 81-97.
- Orth, Walter, 2012. "The predictive accuracy of credit ratings: Measurement and statistical inference," International Journal of Forecasting, Elsevier, vol. 28(1), pages 288-296.
- Yongzheng Wang & Xinchen Gu & Haoran Yu, 2023. "Spatiotemporal Variation in the Yangtze River Delta Urban Agglomeration from 1980 to 2020 and Future Trends in Ecosystem Services," Land, MDPI, vol. 12(4), pages 1-20, April.
- Löschel, Andreas & Sturm, Bodo & Uehleke, Reinhard, 2017. "Revealed preferences for voluntary climate change mitigation when the purely individual perspective is relaxed – evidence from a framed field experiment," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 67(C), pages 149-160.
- Szymborska, Hanna Karolina, 2019. "Wealth structures and income distribution of US households before and after the Great Recession," Structural Change and Economic Dynamics, Elsevier, vol. 51(C), pages 168-185.
- Roger Newson, 2019. "Bland–Altman plots, rank parameters, and calibration ridit splines," London Stata Conference 2019 01, Stata Users Group.
- Roger Newson, 2014. "Easy-to-use packages for estimating rank and spline parameters," United Kingdom Stata Users' Group Meetings 2014 01, Stata Users Group.
- Roger Newson, 2015. "Somers' D: A common currency for associations," United Kingdom Stata Users' Group Meetings 2015 01, Stata Users Group.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Orth, Walter, 2012. "The predictive accuracy of credit ratings: Measurement and statistical inference," International Journal of Forecasting, Elsevier, vol. 28(1), pages 288-296.
- Roger Newson, 2019. "Bland–Altman plots, rank parameters, and calibration ridit splines," London Stata Conference 2019 01, Stata Users Group.
- Roger Newson, 2009. "Homoskedastic adjustment inflation factors in model selection," United Kingdom Stata Users' Group Meetings 2009 15, Stata Users Group.
- Orth, Walter, 2010. "The predictive accuracy of credit ratings: Measurement and statistical inference," MPRA Paper 30148, University Library of Munich, Germany, revised 16 Feb 2011.
- Navarro, Noemí & Veszteg, Róbert F., 2020.
"On the empirical validity of axioms in unstructured bargaining,"
Games and Economic Behavior, Elsevier, vol. 121(C), pages 117-145.
- Noemí Navarro & Róbert F. Veszteg, 2020. "On the empirical validity of axioms in unstructured bargaining," Post-Print hal-02873121, HAL.
- Graevenitz, Georg von & Weber, Richard, 2011.
"How to Educate Entrepreneurs?,"
Discussion Papers in Business Administration
12280, University of Munich, Munich School of Management.
- Graevenitz, Georg von & Weber, Richard, 2011. "How to Educate Entrepreneurs?," Discussion Papers in Business Administration 12440, University of Munich, Munich School of Management.
- Peter, Eckley, 2015. "Measuring economic uncertainty using news-media textual data," MPRA Paper 64874, University Library of Munich, Germany, revised 01 May 2015.
- Martin Rezac & Frantisek Rezac, 2011. "How to Measure the Quality of Credit Scoring Models," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(5), pages 486-507, November.
- Cogneau, Philippe & Hübner, Georges, 2015. "The prediction of fund failure through performance diagnostics," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 224-241.
- Diego Rios-Zertuche & Jose Cuchilla & Paola Zúñiga-Brenes & Bernardo Hernández & Patricia Jara & Ali H. Mokdad & Emma Iriarte, 2017. "Alcohol abuse and other factors associated with risky sexual behaviors among adolescent students from the poorest areas in Costa Rica," International Journal of Public Health, Springer;Swiss School of Public Health (SSPH+), vol. 62(2), pages 271-282, March.
- Gala, Kaushik & Schwab, Andreas & Mueller, Brandon A., 2024. "Star entrepreneurs on digital platforms: Heavy-tailed performance distributions and their generative mechanisms," Journal of Business Venturing, Elsevier, vol. 39(1).
- Ichiro Kunitsugu & Masayuki Okuda & Shinichi Sugiyama & Norikazu Yoshitake & Yukio Tanizawa & Satoshi Sasaki & Tatsuya Hobara, 2012. "Meat intake frequency and anemia in Japanese children and adolescents," Nursing & Health Sciences, John Wiley & Sons, vol. 14(2), pages 197-203, June.
- Roger Newson, 2016. "The role of Somers's D in propensity modeling," United Kingdom Stata Users' Group Meetings 2016 01, Stata Users Group.
- Marszalec, Daniel, 2018. "Fear not the simplicity - An experimental analysis of auctions for complements," Journal of Economic Behavior & Organization, Elsevier, vol. 152(C), pages 81-97.
- Jeannette Brosig‐Koch & Heike Hennig‐Schmidt & Nadja Kairies‐Schwarz & Daniel Wiesen, 2017.
"The Effects of Introducing Mixed Payment Systems for Physicians: Experimental Evidence,"
Health Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 243-262, February.
- Brosig-Koch, Jeannette & Hennig-Schmidt, Heike & Kairies-Schwarz, Nadja & Wiesen, Daniel, 2015. "The Effects of Introducing Mixed Payment Systems for Physicians – Experimental Evidence," Ruhr Economic Papers 543, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Löschel, Andreas & Sturm, Bodo & Uehleke, Reinhard, 2013. "Revealed preferences for climate protection when the purely individual perspective is relaxed: Evidence from a framed field experiment," ZEW Discussion Papers 13-006, ZEW - Leibniz Centre for European Economic Research.
- Dirk Tasche, 2009. "Estimating discriminatory power and PD curves when the number of defaults is small," Papers 0905.3928, arXiv.org, revised Mar 2010.
- Roger Newson, 2014. "Easy-to-use packages for estimating rank and spline parameters," United Kingdom Stata Users' Group Meetings 2014 01, Stata Users Group.
- Hanna Karolina Szymborska, 2018. "Household wealth structures and position in the income distribution – econometric analysis for the USA, 1989-2013," Working Papers PKWP1806, Post Keynesian Economics Society (PKES).
- Roger Newson, 2006. "On the central role of Somers' D," United Kingdom Stata Users' Group Meetings 2006 01, Stata Users Group.
More about this item
Keywords
somersd; censlope; ALSPAC; robust; confidence interval; rank; nonparametric; median; percentile; slope; difference; ratio; Kendall’s tau; Somers' D; Theil-Sen; Hodges-Lehmann; confounder adjusted; propensity score;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:6:y:2006:i:4:p:497-520. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum or Lisa Gilmore (email available below). General contact details of provider: http://www.stata-journal.com/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.