Confidence intervals for rank statistics: Percentile slopes, differences, and ratios
Confidence intervals for rank statistics: Percentile slopes, differences, and ratios
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DOI：
10.1177/1536867x0600600404
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发表时间：
2006-01-01
期刊：
影响因子：
4.8
通讯作者：
Newson, Roger
中科院分区：
文献类型：
--
作者：
Newson, Roger
我提出了一个程序censlope，用于计算Y相对于X的广义Theil-Sen中位数（和其他百分位数）斜率（和每单位比率）的置信区间。置信区间对于Y的条件总体分布的可能性是稳健的，给定不同的X值，Y的条件总体分布以除位置之外的方式不同，例如具有不等方差。censlope使用somersd程序，是somersd程序包的一部分。因此，censlope可以估计混杂因素调整的百分位数斜率，仅限于由混杂因素值或代表多个混杂因素的倾向评分值定义的分层内的比较。迭代数值方法已在Mata语言中实现，从而能够在大样本中有效计算百分位斜率及其置信限。我给出了自动数据集和雅芳妊娠和儿童纵向研究（ALSPAC）的示例分析。
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 different values of X, differ in ways other than location, such as having unequal variances. censlope uses the program somersd and is part of the somersd package. censlope can therefore estimate confounder-adjusted percentile slopes, limited to comparisons within strata defined by values of confounders, or by values of a propensity score representing multiple confounders. Iterative numerical methods have been implemented in the Mata language, enabling efficient calculation of percentile slopes and their confidence limits in large samples. I give example analyses from the auto dataset and from the Avon Longitudinal Study of Pregnancy and Childhood (ALSPAC).