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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...
Persistent link: https://www.econbiz.de/10005748391
I present a program, censlope, for calculating confidence intervals for generalized Theil–Sen median (and other percentile) slopes (and per-unit ratios) of Y with respect to X. The confidence intervals are robust to the possibility that the conditional population distributions of Y, given...
Persistent link: https://www.econbiz.de/10005583321