Is it possible to use delta method to evaluate the standard error of
Goodman-Kruskal gamma and then Wald test to evaluate the significance
of association?

Wuming


On 31 Aug 2005 13:42:27 +0200, Peter Dalgaard <[EMAIL PROTECTED]> wrote:
> Jonathan Baron <[EMAIL PROTECTED]> writes:
> 
> > On 08/31/05 17:46, Wuming Gong wrote:
> > > Dear list,
> > >
> > > Are there any functions for calculating gamma (and its standard
> > > error), which measures the association of ordinal factors in I x J
> > > contingency table. I did a RSiteSearch but did not find any clues...
> >
> > You have to look for Goodman-Kruskal gamma.  It is a bit
> > obscure.  It is rcorr.cens in the Hmisc package.
> >
> > The significance test is the same as for Kendall's tau, according
> > to some books.
> 
> Well, it would be if we handled ties in Kendall's tau correctly...
> 
> > I don't know about standard error.
> 
> --
>    O__  ---- Peter Dalgaard             Ă˜ster Farimagsgade 5, Entr.B
>   c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
>  (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
> ~~~~~~~~~~ - ([EMAIL PROTECTED])                  FAX: (+45) 35327907
>

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