help parttau-------------------------------------------------------------------------------

Title

parttau-- Calculate Kendall's partial tau and confidence interval.

Syntaxparttauvarlist[if] [in] [,options]When

varlistcontains three or more variables, the first two are the primary variables, and all others confounders. Whenvarlistcontains two variables, the pairwise tau is calculated.

optionsDescription ------------------------------------------------------------------------- Maincluster(varname)treat data set as samples of clusterswclustercalculate the within-cluster partial and pairwise tausestimate(varname)save jackknife estimates in given variable nametransform(string)report the tau, SE, and confidence interval in a transformed space; transformations are same as for somersd; see belowlevel(#)specifies percent coverage for confidence intervalrun2forces calculation of pairwise tau when no confounder is given; see belowshowdisplays all pairwise taus between all given variables -------------------------------------------------------------------------

+------+ ----+ Main +-------------------------------------------------------------Options

cluster(varname)instructs the program that the data set should be treated as samples of clusters from a population of clusters, and that the given variable specifies the clusters. Ifclusteris specified and the optionwclusteris not specified, then the partial tau is calculated between clusters.

estimate(varname)specifies that the jackknife estimates should be saved in variablevarname. If the variable exists prior to calling this option, the variable is overwritten and a warning message given. Otherwise a variable with the given name is created.

transform(name)changes the ouput estimate, SE, and confidence interval to a transformed space. If specified, the confidence interval will be symmetric in the transformed space. Allowed transformations are same as for somersd:z,asin,rho,zrho,c, though fewer aliases are allowed. If calculating a partial tau (i.e., using one or more confounder variables), and optionshowis specified, reported pairwise taus will not be transformed.

level(#)specifies the percent coverage of the confidence interval.

run2forces calculation of pairwise tau.parttauis primarily intended for calculating Kendall's partial tau between two variables with one or more confounders. Thus, typically, three or more variables will be specified. If two variables are specified,parttauwill assume that the user wants to calculate the pairwise tau and will attempt to usesomersd. If that program is not found,parttauwill calculate the pairwise tau itself. Usingrun2forcesparttauto calculate the pairwise tau; ifsomersdis installed, both will be used.

showdisplays all pairwise taus between all given variables. The pairwise taus are also saved in the matrixe(taus).

Description

parttaucalculates Kendall's partial tau and confidence interval.parttaucan be used to calculatepairwisetaus if somersd is not installed, or if the optionrun2is specified. For repeated calculation of the pairwise tau, the user will probably findsomersdpreferable; it is faster and has more options.

AuthorsJames Fiedler, Universities Space Research Association Email: james.fiedler-1@nasa.gov

Alan H. Feiveson, National Aeronautics and Space Administration