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
Open accessAbstract
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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“For instance, for prediction models with a binary outcome, the c-statistic is a reparameterization of Somer’s D,19 and can also be derived from the distribution of the linear predictor,20 Cohen’s effect size,20 or several correlation indices.21”
From A framework for meta-analysis of prediction model studies with binary and time-to-event outcomes (2019) · cites this paper as [19]
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Cites
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Hanley, J. A., & McNeil, B. J. (1982) · Radiology · doi:10.1148/radiology.143.1.7063747 · Cited by 21,856
Estimates of the Regression Coefficient Based on Kendall's Tau
Sen, P. K. (1968) · Journal of the American Statistical Association · doi:10.1080/01621459.1968.10480934 · Cited by 15,277
Practical Nonparametric Statistics
Groggel, D. J., & Conover, W. J. (2000) · Technometrics · doi:10.2307/1271101 · Cited by 11,076
The proof and measurement of association between two things
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Spearman, C. (2015) · International Journal of Epidemiology · doi:10.1093/ije/dyq191 · Cited by 7,777
A NEW MEASURE OF RANK CORRELATION
Kendall, M. G. (1938) · Biometrika · doi:10.1093/biomet/30.1-2.81 · Cited by 7,299
Kendall, M. G. (1957) · Biometrika · doi:10.2307/2333282 · Cited by 6,442
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Harrell, F. E. (1982) · JAMA: The Journal of the American Medical Association · doi:10.1001/jama.1982.03320430047030 · Cited by 3,490
A Generalized Wilcoxon Test for Comparing Arbitrarily Singly-Censored Samples
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Research works printed but not linked: 9
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- 10.1080/01621459.1958.10501481 · DOI
- Newson R. B., 1987, An analysis of cinematographic cell division data using U-statistics [D. Phil. dissertation].
- Newson R. B., 2000, Stata Technical Bulletin, 55, 47
- Newson R. B., 2000, Stata Technical Bulletin, 57, 35
- Newson R. B., 2000, Stata Technical Bulletin, 58, 30
- Newson R. B., 2000, Stata Technical Bulletin Reprints, 10, 324
- Theil H., 1950, Proceedings of the Koninklijke Nederlandse Akademie Wetenschappen, Series A – Mathematical Sciences, 53, 386
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An improved effect size for single-case research: nonoverlap of all pairs.
Parker, R. I., & Vannest, K. (2009) · Behavior Therapy · doi:10.1016/j.beth.2008.10.006 · Cited by 1,126
Effect Size in Single-Case Research: A Review of Nine Nonoverlap Techniques
Parker, R. I., Vannest, K. J., & Davis, J. L. (2011) · Behavior Modification · doi:10.1177/0145445511399147 · Cited by 841
Elliott, J., Bodinier, B., Bond, T. A., Chadeau‐Hyam, M., Εvangelou, Ε., Moons, K. G. M., Dehghan, A., Muller, D. C., Elliott, P., & Tzoulaki, I. (2020) · JAMA · doi:10.1001/jama.2019.22241 · Cited by 472
Comparing the Predictive Powers of Survival Models Using Harrell's C or Somers’ D
Newson, R. B. (2010) · The Stata Journal Promoting communications on statistics and Stata · doi:10.1177/1536867x1001000303 · Cited by 422
Self-citationSurvival Benefit with Kidney Transplants from HLA-Incompatible Live Donors
Orandi, B. J., Luo, X., Massie, A. B., Garonzik‐Wang, J., Lonze, B. E., Ahmed, R., Arendonk, K. J. V., Stegall, M. D., Jordan, S. C., Oberholzer, J., et al. (2016) · New England Journal of Medicine · doi:10.1056/nejmoa1508380 · Cited by 368
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
- 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
- bronze
- doi.org
- 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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