Re: [R] what does the "S.D." returned by {Hmisc} rcorr.cens measure?

From: Frank Harrell <f.harrell_at_vanderbilt.edu>
Date: Wed, 02 Mar 2011 06:18:23 -0800 (PST)

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
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