[R] which does the "S.D." returned by {Hmisc} rcorr.cens measure?

vikkiyft s067835 at alumni.cuhk.net
Tue Mar 1 11:49:19 CET 2011


Dear R-help,

This is an example in the {Hmisc} manual under rcorr.cens function:

> set.seed(1)
> x <- round(rnorm(200))
> y <- rnorm(200)
> round(rcorr.cens(x, y, outx=F),4)
       C Index            Dxy           S.D.              n        missing    
uncensored Relevant Pairs     Concordant      Uncertain 
        0.4831        -0.0338         0.0462       200.0000         0.0000      
200.0000     39800.0000     19228.0000         0.0000

That S.D. confuses me!!
It is obviously not the standard deviation of x or y.. but there is only one
realization of the c-index or Dxy for this sample dataset, where does the
variation come from..??  if I use the conventional formula for calculating
the standard deviation of proportions: sqrt((C Index)*(1-C Index)/n), I get
0.0353 instead of 0.0462..

Any advice is appreciated.


Vikki

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