bhkmethod -- Compute the generalized Kendall's tau correlation coefficient.
The bhkmethod task computes the generalized Kendall's tau correlation coefficient between two variables. It can treat mixed censoring including censoring in the independent variable, but can have only one independent variable. It is known to be inaccurate when many tied values are present in the data. Ties are particularly common when the data are binned. Caution should be used in these cases.
The test assumes the null hypothesis. The probability given by this program is the probability that there is no correlation between the variables. If the probability is small, that means "the probability that these two variables are not correlated is small" or approximately "these variables are correlated". If you see the result 0.000, it means "< 0.001".
Since the method is non-parametric, it assumes the asymptotically normal distribution (or if the number of data is infinitely large, the normal distribution). Therefore, for smaller data sets the probability given may not be accurate. If you need an accurate value, get the value of tau and check the CRC statistics table (or other statistics tables), though if there are more than 10 points the difference is less than 5%.
- input [string]
- Input file name(s); this can be a list of files. Following each file name is a list of column names in brackets. Thes column names specify which columns in the file contain the information used by this task. The brackets MUST contain three names in the following format: [censor_indicator, independent_var, dependent_var]. The censor indicator specifies the censorship of the data point. The different kinds of censorship are explained in the censor help file. The second name in the brackets specifies the column containing the independent variable. The third name specifies the column containing the dependent variable. If the input file is an SDAS table, the names in brackets are the table column names. If the input file is a text file, the names in brackets are the column numbers. A title string will be printed if the input file is a table containing the header parameter TITLE.
- (verbose = no) [boolean]
- Provide detailed output?
The detailed output includes the number of data points and the number of censored points and type of censorship.
1. Sequentially process several files. The following will compute the bhk correlation for the two files indicated. The first is an STSDAS table, and the second is a text file.
st> bhkmethod kriss.tab[Censor,LogL2500A,LogL2keV],iraslum.dat[1,2,3]The above command will apply the bhkmethod task to the data in the table "kriss.tab", using the columns "Censor" for the censoring indicator, "LogL2500A" for the independent variable column, and "LogL2keV" for the dependent variable column. Then use the file "iraslum.dat" (text file), columns 1, 2, and 3 (censor, independent, dependent).
Type "help statistics option=sys" for a higher-level description of the statistics package.