*! version 1.0.1 01feb2010
help parttau

Title

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

Syntax

parttau
varlist
[if] [in]
[,
options]

When varlist contains three or more variables, the first two are the primary variables, and all others confounders.
When varlist contains two variables, the pairwise tau is calculated.

Main
cluster(varname) treat data set as samples of clusters

wcluster calculate the within-cluster partial and pairwise taus

estimate(varname) save jackknife estimates in given variable name

transform(string) report the tau, SE, and confidence interval
in a transformed space; transformations are same as for somersd; see below

level(#) specifies percent coverage for confidence interval

run2 forces calculation of pairwise tau when no confounder is given; see below

show displays all pairwise taus between all given variables

Options

Main

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. If cluster is specified
and the option wcluster is not specified, then the partial tau is calculated between clusters.

estimate(varname) specifies that the jackknife estimates should be saved in variable varname. 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 option show is specified, reported pairwise taus will
not be transformed.

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

run2 forces calculation of pairwise tau. parttau is 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, parttau will assume that the user wants to calculate the pairwise tau and will attempt to use somersd.
If that program is not found, parttau will calculate the pairwise tau itself. Using run2 forces parttau to
calculate the pairwise tau; if somersd is installed, both will be used.

show displays all pairwise taus between all given variables. The pairwise taus are also saved in the matrix e(taus).

Description

parttau calculates Kendall's partial tau and confidence interval. parttau can be used to calculate pairwise taus if
somersd is not installed, or if the option run2 is specified. For repeated calculation of the pairwise
tau, the user will probably find somersd preferable; it is faster and has more options.

Authors

James Fiedler, Universities Space Research Association

Email: james.fiedler-1@nasa.gov

Alan H. Feiveson, National Aeronautics and Space Administration

Email: alan.h.feiveson@nasa.gov