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

From: Frank Harrell <>
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.

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:
Sent from the R help mailing list archive at

______________________________________________ mailing list
PLEASE do read the posting guide
and provide commented, minimal, self-contained, reproducible code.
Received on Wed 02 Mar 2011 - 14:39:08 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Wed 02 Mar 2011 - 14:40:18 GMT.

Mailing list information is available at Please read the posting guide before posting to the list.

list of date sections of archive