NONPARAMETRIC TESTS

  • Sign test
  • Wilcoxon signed-rank test

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  • Wilcoxon rank-sum (Mann–Whitney) test
  • Equality of medians
  • Kruskal–Wallis test
  • Kolmogorov–Smirnov test
  • Binomial probability test
  • Chi-squared tests for association
  • Tests for trend
    • Cochran–Armitage test
    • Jonckheere–Terpstra test
    • Linear-by-linear test
    • Cuzick’s test
    • Exact p-values for tests
  • One- and two-sample tests of proportions
  • Test for random order
  • McNemar’s chi-squared test
  • Equality of survivor functions
  • Equality of ROC areas
  • Equality of ROC area against a standard ROC curve
  • CUSUM
  • Interrater agreement

 

QUANTILE REGRESSION

  • Median regression
  • Least absolute deviations regression
  • User-specified quantiles
  • Koenker and Bassett and Huber sandwich standard errors with many choices of bandwidth methods and kernels
  • Simultaneous quantile regression
  • Interquartile range regression

CENTILES AND CONFIDENCE INTERVALS

  • Estimate percentiles
  • Exact confidence intervals
  • Optionally assume normality

RESAMPLING AND SIMULATIONS

  • Bootstrap sampling and estimation
  • Sampling with replacement
  • Monte Carlo simulations
  • Permutation tests

SMOOTHING

  • Univariate kernel density estimation
  • Lowess smoothing
  • Kernel-weighted local polynomial smoothing
  • Robust nonlinear smoother

ROC ANALYSIS

  • Adjust for covariates
  • Plot ROC curves

 

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NONPARAMETRIC KERNEL REGRESSION

  • Multiple covariates supported
    • Continuous covariates (8 kernels available)
    • Discrete covariates (2 kernels available)
  • Techniques
    • local constant regression
    • local linear regression
  • Point estimates with SEs and CIs
  • Derivative estimates with SEs and CIs
  • Automatic optimal bandwidth selection
  • Interface to margins for advanced inference
      • Estimates of population-averaged and subpopulation-averaged means and effects
      • Fully conditional means and effects at

    any specified values of the covariates

    • Confidence intervals
    • Tests
    • Graphs via marginsplot

 

NONPARAMETRIC SERIES REGRESSION

  • Multiple covariates supported
    • Continuous covariates
    • Discrete covariates
  • Series approximation with series
    • B-splines basis
    • Piecewise polynomial splines
    • Polynomials
  • Additively separable nonparametric models
  • Semiparametric regression models
  • Optimal knot and polynomial selection
    • cross-validation
    • generalized cross-validation
    • AIC
    • BIC
    • Mallows’s Cp
  • Interface to margins
    • Estimates of population and subpopulation means and effects
    • Fully conditional means and effects
    • Confidence intervals
    • Graphs via marginsplot

 

SPLINE BASIS FUNCTION GENERATION

  • B-spline
  • Piecewise polynomial splines
  • Restricted cubic splines
  • Flexible knot selection
    • number of knots
    • knot list
    • knots matrix

NONPARAMETRIC CORRELATION COEFFICIENTS

  • Spearman’s rank order
  • Kendall’s rank order

SURVIVAL ANALYSIS

  • Kaplan–Meier curves
  • Nelson–Aalen curves
  • Logrank and other tests of equality

MULTIVARIATE ANALYSIS

  • KNN discriminant analysis

CAUSAL INFERENCE/TREATMENT EFFECTS

  • Nearest-neighbor matching
  • Propensity-score matching