Dxy is a U-statistic. In the U-statistic literature there is a combinatoric approach to estimating variances, requiring one to examine all possible pairs of observations. The general formula I use is a bit messy. You can look at the Fortran code that comes with the Hmisc package to see the algorithm. Frank
vikkiyft wrote: > > Thanks for your reply Prof Harrell!! > > Could you kindly list some references of the fomula for calculating the SD > of Somer's D in this kind of application? Because I couldnt find any.. > ----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/what-does-the-S-D-returned-by-Hmisc-rcorr-cens-measure-tp3329609p3331566.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
