Glossary of Statistical Quantities Appearing in `Hmisc` and `rms` R Output

`Hmisc` Package

Gmd: Gini’s mean difference, a measure of dispersion defined as the mean absolute difference over all possible pairs of different observations. It is more robust than the standard deviation.

Info: Information index, a measure of the information content in a numeric variable relative to the information in a continuous numeric variable with no ties. The lowest value of Info occurs in a very imbalanced binary variable. Info comes from the approximate formula for the variance of a log odds ratio for a proportional odds model/Wilcoxon test, due to Whitehead (1993). Info is the ratio of the variance if there no ties in the data to the variance from the frequency distribution of observed values. Info near 1.0 means that the power of a Wilcoxon test comparing values of the variable between two groups is as good as the power for testing a continuous variable with no ties, effect sizes being equal.