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st: RE: corr and pwcorr


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: corr and pwcorr
Date   Fri, 10 Jan 2003 19:33:06 -0000

Alejandro Ria�o
>
> I'd like to know if pwcorr saves its results as correlate,
> That is in
> r(rho). If that's not the case, where does it store the results ?
>

It doesn't store any results as such.

After -pwcorr- you can

. ret li

and you will see some results from the
last correlation computed, which is
identically one, but that is all, and it is
a result of calling -correlate-.

In essence, the "matrix" calculated by -pwcorr-
is just a table of individual correlations,
and it is not guaranteed to behave like
a correlation matrix in which each correlation
is based on precisely the same observations.

Among many ways of picking up such a correlation
"matrix" are -matrixof- from SSC. But that won't
help with much of the other output from -pwcorr-.

Nick
[email protected]

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