Wuming Gong <[EMAIL PROTECTED]> writes: > 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
Probably better to actually read the paper(s) by Goodman&Kruskal (JASA(1972), vol.67, 415--421, &c). AFAICS, that basically *is* the delta method, but you'd likely want a score test, not a Wald test (i.e. calculate the variance under the null). > > 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 Øster 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 > > > -- O__ ---- Peter Dalgaard Øster 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 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
