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The DOI matches its Crossref record; 32 of the 32 references it cites were found in a registry or an index.

Parameters behind “Nonparametric” Statistics: Kendall's tau, Somers’ D and Median Differences

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Newson, Roger·2002·The Stata Journal: Promoting communications on statistics and Stata
DOI 10.1177/1536867x0200200103
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Abstract

So-called “nonparametric” statistical methods are often in fact based on population parameters, which can be estimated (with confidence limits) using the corresponding sample statistics. This article reviews the uses of three such parameters, namely Kendall's τ a , Somers’ D and the Hodges–Lehmann median difference. Confidence intervals for these are demonstrated using the somersd package. It is argued that confidence limits for these parameters, and their differences, are more informative than the traditional practice of reporting only p-values. These three parameters are also important in defining other tests and parameters, such as the Wilcoxon test, the area under the receiver operating characteristic (ROC) curve, Harrell's C, and the Theil median slope.

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Research works printed but not linked: 9

  1. Fechner G. T., 1897, Kollectivmasslehre.
  2. 10.1080/01621459.1958.10501481 · DOI
  3. Newson R. B., 1987, An analysis of cinematographic cell division data using U-statistics [D. Phil. dissertation].
  4. Newson R. B., 2000, Stata Technical Bulletin, 55, 47
  5. Newson R. B., 2000, Stata Technical Bulletin, 57, 35
  6. Newson R. B., 2000, Stata Technical Bulletin, 58, 30
  7. Newson R. B., 2000, Stata Technical Bulletin Reprints, 10, 324
  8. Theil H., 1950, Proceedings of the Koninklijke Nederlandse Akademie Wetenschappen, Series A – Mathematical Sciences, 53, 386
  9. Wang D., 1999, Stata Technical Bulletin, 52, 52

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Metadata

Authors
Newson, R.
Affiliations
King's College London (GB)
Corresponding author
Newson, Roger
Venue
The Stata Journal: Promoting communications on statistics and Stata
Publisher
SAGE Publications
Published
2002-03
Volume
2
Issue
1
Pages
45-64
ISSN
  • 1536-867X (ISSN-L)
  • 1536-8734
DOI
10.1177/1536867x0200200103
OpenAlex
W2112690682
Cited by
394
References
32
Citations by year
2026: 12 · 2025: 12 · 2024: 17 · 2023: 36 · 2022: 42 · 2021: 38 · 2020: 25 · 2019: 19 · 2018: 22 · 2017: 21 · 2016: 24 · 2015: 18 · 2014: 16 · 2013: 12 · 2012: 9
FWCI
7.62
Type
journal article
Language
en
Open access
Licence
journals.sagepub.com/page/policies/text-and-data-mining-license (tdm)
Locations
  • The Stata Journal Promoting communications on statistics and Stata (publishedVersion)
  • RePEc: Research Papers in Economics (submittedVersion)
  • AgEcon Search (University of Minnesota, USA) (submittedVersion, cc-by-nc-nd)
  • AgEcon Search (University of Minnesota, USA)
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Probability and Statistical Research
  • Social Sciences › Decision Sciences › Statistics, Probability and Uncertainty › Multidisciplinary Science and Engineering Research
  • Physical Sciences › Mathematics › Statistics and Probability › Advanced Statistical Methods and Models
Keywords
Kendall's tau, nonparametric statistics, confidence intervals, concordant and discordant pairs, Wilcoxon test, area under the ROC curve, rank correlation

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