Efficient Calculation of Jackknife Confidence Intervals for Rank Statistics
Year: 2006
Type: article
Abstract: An algorithm is presented for calculating concordance-discordance totals in a time of order N log N , where N is the number of observations, using a balanced binary search tree. These totals can be used to calculate jackknife estimates and confidence limits in the same time order for a very wide range of rank statistics, including Kendall's tau, Somers' D, Harrell's c, the area under the receiver operating characteristic (ROC) curve, the Gini coefficient, and the parameters underlying the sign and rank-sum tests. A Stata package is introduced for calculating confidence intervals for these rank statistics using this algorithm, which has been implemented in the Mata compilable matrix programming language supplied with Stata.
Source: Journal of Statistical Software
Author: Roger Newson
Language: English
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Open Access status: diamond
OpenAlex ID: W2122048466