On Wednesday Richard asked:
> The FAQ
> http://www.stata.com/support/faqs/stat/rho.html explains how to obtain
> the correlation matrix as a STATA matrix. How does one obtain the same
> matrix with the coefficient of significance, as one obtains on the
> screen by using the command pwcorr, sig?
There was a similar Statalist question some time ago:
http://www.stata.com/statalist/archive/2003-10/msg00845.html
but that code did not save the significance. The code below does.
--May
[email protected]
* this puts the pairwise correlations into a matrix
clear
sysuse auto
* want correlations of mpg price and rep78
local varnum=3
* change variable names
* use preserve to get my dataset when finished
preserve
rename mpg var1
rename price var2
rename rep78 var3
* CREATE THE FOUR MATRICES THAT WILL CONTAIN THE RESULTS
matrix C = I(`varnum')
matrix N = I(`varnum')
matrix T= I(`varnum')
matrix P= I(`varnum')
forvalues i=1(1)`varnum' {
forvalues j=1(1)`i'{
capture corr var`i' var`j'
* GET THE CORRELATION AND RESULTS, IF THERE HAS NOT BEEN ERROR
if _rc==0{
* RHO IS THE CORRELATION
matrix C[`i',`j']=r(rho)
matrix C[`j',`i']=r(rho)
* N IS THE NUBMER OF OBSERVATIONS
matrix N[`i',`j']=r(N)
matrix N[`j',`i']=r(N)
* P IS THE P-VALUES
matrix P[`i',`j']=2*ttail(r(N)-2,/*
*/ abs(r(rho))*sqrt(r(N)-2)/sqrt(1-r(rho)^2))
matrix P[`j',`i']=P[`i',`j']
* T IS THE T-STATISTICS
matrix T[`i',`j']= abs(r(rho))*sqrt(r(N)-2)/sqrt(1-r(rho)^2)
matrix T[`j',`i']=T[`i',`j']
}
else{
* IF -COR- HAD AN ERROR, PUT RESULTS TO MISSING
matrix C[`i',`j']=.
matrix C[`j',`i']=.
matrix N[`i',`j']=.
matrix N[`j',`i']=.
matrix P[`i',`j']=.
matrix P[`j',`i']=.
matrix T[`i',`j']=.
matrix T[`j',`i']=.
}
* PUT APPROPRIATE VALUES ON THE DIAGONAL
matrix C[`i',`i']=1
matrix N[`i',`i']=r(N)
matrix P[`i',`i']=.
matrix T[`i',`i']=.
}
}
*PRINT RESULTS
display as text "sample correlations"
matrix list C, format(%6.4f) noheader
display as text "number of observations"
matrix list N, noheader
display as text "t-statistics"
matrix list T, noheader
display as text "p-values"
matrix list P, noheader
* COMPARE RESULTS WITH PWCORR
pwcorr var1 var2 var3 , sig
* GET ORIGINAL DATA SET BACK
restore
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
