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To find more about Stata statistical software (referred to extensively in these documents), click here. You may also want to find out more about The Stata Journal, where some of these papers were published. The Stata Journal also contains a lot of other very useful papers by a lot of other authors, which are not available here.
Stata User Meeting presentations by Roger Newson can be downloaded from their own separate page here.
The Stata Journal
Stata User Meeting presentations by Roger Newson
Papers by Roger Newson in journals
Program manuals by Roger Newson
Miscellaneous documents by Roger Newson
Return to Roger Newson's main resource page
These were all published in refereed journals. However, some were not indexed anywhere at the time of publication, and may be difficult to find elsewhere.
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Newson RB, Falcaro M. Robit regression in Stata. The Stata Journal 2023; 23(3): 658-682. Download pre-publication draft
Newson RB. Stata tip 147: Porting downloaded packages between machines. The Stata Journal 2022; 22(4): 996-997. Download pre-publication draft
Newson RB. Stata Tip 127: Use capture noisily groups. The Stata Journal 2017; 17(2): 511-514. Download pre-publication draft
Newson RB. Attributable and unattributable risks and fractions and other scenario comparisons. The Stata Journal 2013; 13(4): 672–698. Download pre-publication draft
Newson RB. Bonferroni and Holm approximations for Sidak and Holland–Copenhaver q–values. The Stata Journal 2013; 13(2): 379-381. Download pre-publication draft
Newson RB. Sensible parameters for univariate and multivariate splines. The Stata Journal 2012; 12(3): 479-504. Download pre-publication draft
Newson RB. From resultssets to resultstables in Stata. The Stata Journal 2012; 12(2): 191–213. Download pre-publication draft
Newson RB. Frequentist q-values for multiple-test procedures. The Stata Journal 2010; 10(4): 568-584. Download pre-publication draft
Newson RB. Comparing the predictive power of survival models using Harrell’s c or Somers’ D. The Stata Journal 2010; 10(3): 339–358. Download pre-publication draft
Newson R. Confidence intervals for rank statistics: Percentile slopes, differences, and ratios. The Stata Journal 2006; 6(4): 497-520. Download pre-publication draft
Newson R. Confidence intervals for rank statistics: Somers' D and extensions. The Stata Journal 2006; 6(3): 309-334. Download pre-publication draft
Newson R. Efficient calculation of jackknife confidence intervals for rank statistics. Journal of Statistical Software 2006; 15(1): 1-10. Download
Newson R. Stata tip 13: generate
and replace
use the current sort order.
The Stata Journal 2004; 4(4): 484-485. Download pre-publication draft
Newson R. Generalized power calculations for generalized linear models and more. The Stata Journal 2004; 4(4): 379-401. Download pre-publication draft
Newson R. Stata tip 5: Ensuring programs preserve dataset sort order. The Stata Journal 2004; 4(1): 94. Download post-publication update
Newson R. Stata tip 1: The eform()
option of regress
.
The Stata Journal 2003; 3(4): 445. Download post-publication update
Newson R. Confidence intervals and p-values for delivery to the end user. The Stata Journal 2003; 3(3): 245-269. Download pre-publication draft
Newson R and the ALSPAC Study Team. Multiple-test procedures and smile plots. The Stata Journal 2003; 3(2): 109-132. Download pre-publication draft
Newson R. Parameters behind "nonparametric" statistics: Kendall's tau, Somers' D and median differences. The Stata Journal 2002; 2(1): 45-64. Download pre-publication draft
Newson R. Review of Generalized Linear Models and Extensions by Hardin and Hilbe. The Stata Journal 2001; 1(1): 98-100. Download pre-publication draft
Newson R. rglm - Robust variance estimates for generalized linear models. Stata Technical Bulletin 1999; 50: 27-33. Reprinted in Stata Technical Bulletin Reprints 2000; 9: 181-190. Download pre-publication draft
Newson R. A program for saving a model fit as a dataset. Stata Technical Bulletin 1999; 49: 2-5. Download pre-publication draft
These are manuals for programs and packages distributed on the SSC archive site.
They contain up-to-date versions of the methods and formulas used by these programs and packages.
Stata users can download them from the SSC archive site as ancillary files,
using the ssc
command in Stata.
The copies here are intended for reference by people who may want to know the methods and formulas,
and who do not necessarily have immediate access to Stata.
The methods and formulas are in the public domain, as are the programs and packages,
although Stata itself is proprietary.
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Newson R. Confidence intervals for rank order statistics and their differences. (This is a manual for the program somersd
in the somersd
package, downloadable from the SSC archive site, and is
a post-publication update of a Stata Technical Bulletin article.) Download
Newson R. Robust confidence intervals for median (and other percentile) slopes.
(This is a manual for the program censlope
in the somersd
package, downloadable from the SSC archive site).
Download
Newson R. Robust confidence intervals for median (and other percentile) differences between two groups.
(This is a manual for the program cendif
in the somersd
package, downloadable from the SSC archive site, and is
a post-publication update of a Stata Technical Bulletin article.) Download
Newson R. Generalized power calculations. (This is a manual for the powercal
package,
downloadable from the SSC archive site.)
Download
Newson RB. B-splines and splines parameterized by their values at reference points. (This is a manual for the bspline
package, downloadable from the SSC archive site, and is
a post-publication update of a Stata Technical Bulletin article.) Download
Stata User Meeting presentations by Roger Newson can now be downloaded from their own separate page here.
Stata User Meeting presentations by Roger Newson
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These have not been published in refereed journals. However, they were written in response to queries and/or to justify methods, especially methods not commonly explained elsewhere.
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Interpretation of Somers' D under four simple models. (How to interpret the rank association parameter Somers' D in terms of other parameters, assuming specific models for the joint distribution of two variables X and Y.) Download
Estimating and pooling Hedges' g in a meta-analysis. (Having done a meta-analysis of Hedges' g parameters on a messy set of journal articles, the author would like to share some of the formulas used with other meta-analysts for future reference.) Download
Bivariate ridits and distribution theory for Kendall's tau-a. (This introduces bivariate ridits and explains how they are used to do power calculations for Kendall's tau-a.) Download
Rank parameters for Bland-Altman plots. (These measure the principal components of disagreement, namely discordance, bias and scale differential.) Download
The pure mathematics behind infinite confidence intervals for percentiles. Download
Asymptotic distributions of two-sample rank statistics for continuous outcomes. (Somers' D, Harrell's c, Hodges-Lehmann percentile differences, and differences between percentiles.) Download
Asymptotic standard errors for the logs of variance-inflated Poisson-variance means and of their ratios. (The formulas here are not really original. However, a few lines of algebra are required to derive them from first principles.) Download
Scenario comparisons: How much good can we do?
(First presented to the Imperial College Primary Care
and Public Health Biostatistics Group on 10 December 2014.
This is an update to a presentation at the 2012 UK Stata User Meeting,
revised to describe the SSC package scenttest
,
which was added to the punaf
suite of packages in 2014.)
Download
Population unattributable fractions and other scenario comparisons. (A demonstration of population unattributable and attributable fractions and population attributable risks using Stata.) First presented to an Asthma Club meeting at Imperial College, London on 11 November, 2010. This presentation uses data provided by the ALSPAC Study Team at the Institute of Child Health at Bristol University, UK. Download
Causality, confounders, and propensity scores. (A discussion of confounder adjustment in observational studies in epidemiology.) First presented to an Asthma Club meeting at Imperial College, London on 11 December, 2008. This presentation uses data provided by the ALSPAC Study Team at the Institute of Child Health at Bristol University, UK. Download
Hodges-Lehmann median differences between exponential subpopulations. (The median difference is not the difference between the medians.) Download
Asymptotic distributions of linear combinations of logs of multinomial parameter estimates. (Examples include the log odds ratio, and Lindley's alpha parameter for measuring Hardy-Weinberg disequilibrium in genetics.) Download
Identity of Somers' D and the rank biserial correlation coefficient. (This proves that the rank biserial correlation coefficient of Edward Cureton, proportional to the difference between 2 mean ranks, is in fact a special case of Somers' D.) Download
Multiple comparisons: The issues as I see them. (This document was presented to the National Heart and Lung Institute Asthma Club on 07 February 2008. It represents my thinking about multiple comparisons before I discovered frequentist q-values, and uses data from the ALSPAC Study Team at the Institute of Child Health at Bristol University, UK.) Download
Confidence intervals for scenario means and their differences and ratios. (This summarizes the formulas for estimating differences or ratios between scenario means, using generalized linear models. Examples include the population attributable fraction and the population attributable risk.) Download
Paracetamol, paracetamol propensity and 7 year asthma/wheezing in ALSPAC. (A demonstration of propensity scores in asthma epidemiology.) First presented to an Asthma Club meeting at King's College, London in February, 2003. This presentation was produced collaboratively with my former colleague Seif Shaheen, using data from the ALSPAC Study Team at the Institute of Child Health at Bristol University, UK. Download
Bias caused by missing values in primary predictor variables. (Does smoking kill the drinking classes or vice versa? First presented to a Statistics Group meeting at King's College, London on 29 January, 2002.) Download
Sampling variation, estimation and confidence intervals. (This document was made using plain TeX for a lecture given to pre-clinical medical students in King's College London in the academic year 2001-2002.) Download
INFKEEP, a Genstat procedure for calculating influence functions and associated standard errors. (This document describes a Genstat procedure for calculating influence functions and Huber variances for the parameters of generalized linear models and non-linear models, which was submitted to the Genstat Procedure Library on 06 September 1994 and rejected on 07 July 1995.) Download
Calculation of concordance and discordance counts using an AVL search tree. (This document contains an article, describing a Fortran 77 implementation of the somersd algorithm, which was submitted to the Journal of the Royal Statistical Society (Series C) on 27 November 1989 and rejected on 06 March 1990.) Download
Competition between strains of bacteria with controlled and uncontrolled operons. (This is my BSc thesis, in which I presented my very first confidence intervals, computed using FORTRAN back in 1977. And, nowadays, I would use Huber variances, which not many people knew about in 1977.) Download
Roger B. Newson
Email: [email protected]
Text written: 29 October 2023. (Program manuals may have been revised since then.)
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