st: RE: Storing a correlation matrix (related topic)

["Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>]

This raises an important related issue. Does anyone know of or have a
Stata program for ML estimation (assuming multivariate normal) of a
covariance matrix using all the data, even if some vectors have missing
components? 

Al Feiveson

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Marcello
Pagano
Sent: Tuesday, April 18, 2006 9:32 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: Storing a correlation matrix (more)

Dear Listers,

Bill Gould in 1999 answered the question of how to store pairwise
correlations of a varlist in a matrix--basically calculate the
covariance matrix and then convert it into a correlation matrix.  The
problem with that answer is that it does not use all the data--basically
the difference between -corr-and -pwcorr-.  Does anyone have a better
answer, one that uses all the data, like -pwcorr- does?

Thanks,

m.p.
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