SomersD and Statistical analyses

Question

SomersD and Statistical analyses

Michael G

Ten Centuries

Points: 1323
More actions
May 18, 2012 at 3:02 am

#258406

Hi All,
I've been googling like crazy for an approach to calculate SomersD statistic on data sets. SAS has built-in functions to do these calcs easily but I find MS-SQL somewhat lacking in all statistical analyses.
I'm hoping to avoid running the SAS stats tools via ODBC links and use SQL directly. Anyone have ideas for scripts or actual scripts gathering e-dust?
My alternative is to write the darn things myself or get one of my analysts to do it for me. A task I'm not excited about because of time constraints.
Thanks,
Michael
Michael Gilchrist
Database Specialist
There are 10 types of people in the world, those who understand binary and those that don't. 😀

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Michael G Ten Centuries Points: 1323 More actions · Answer 1

I'm starting to think I should've labelled the thread: Anyone up for a challenge? 😀

Michael Gilchrist
Database Specialist
There are 10 types of people in the world, those who understand binary and those that don't. 😀

Matt Miller (4) SSC Guru Points: 124210 More actions · Answer 2

Michael -

I think the issue is "not enough info".

There are a fair amount of folks on here that enjoy a nice challenge, but implementing a resonably complex custom aggregate on a data set usually requires a bit more info. I was curious so I googled SomersD and I have yet to get a straight answer on how one calculated a Somers' D calculation. From what little I could gather, it's an aggregation based on other previously defined aggregates which also don't exist in standard functions in SQL Server.

My statistics training stopped several levels below the treatises I could find on the topic. That said - do you have a solid reference as to how to calculate it? That might get you a few more nibbles (presenting what needs to be done and asking for guidance on how to tackle it tends to get a lot more help than a plan "DYI" approach).

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Your lack of planning does not constitute an emergency on my part...unless you're my manager...or a director and above...or a really loud-spoken end-user..All right - what was my emergency again?

Michael G Ten Centuries Points: 1323 More actions · Answer 3

Hi Matt,

Thanks for the reply.

I'll get to work and build a rock-solid method of calculating Somersd and put the results here.

I have access to Quants and Analysts that thrive on this stuff. 😀

Michael Gilchrist
Database Specialist
There are 10 types of people in the world, those who understand binary and those that don't. 😀