Hypothesis test
Somers' D
Somers' D is an asymmetric ordinal association coefficient, introduced by Robert H. Somers in 1962, that quantifies how well one ordinal variable predicts another by measuring the excess of concordant over discordant pairs relative to all pairs that are not tied on the designated independent variable. It is the standard companion to Kendall's tau in ordinal regression and is central to ROC curve analysis and the c-statistic in logistic regression.
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Sources
- Somers, R. H. (1962). A new asymmetric measure of association for ordinal variables. American Sociological Review, 27(6), 799–811. DOI: 10.2307/2090408 ↗
- Agresti, A. (2010). Analysis of Ordinal Categorical Data (2nd ed.). Wiley. ISBN: 978-0470082898
- Harrell, F. E. (2001). Regression Modeling Strategies. Springer. ISBN: 978-0387952321