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Re: st: regression with correlation matrix
At 06:56 PM 4/9/2007, Caleb Southworth wrote:
Is there a way to transfer a correlation matrix directly into a matrix
without retyping the results?
something like - mat def Rx = -
Does stata have an ado file that does regression with correlation
coefficients (a la SPSS)?
That is, I would generate the standardized betas something like
-mat def b=inv(Rx)*Ry where Rx is the matrix of correlations among
Xs and Ry is the vector of correlations with Y.
See pages 8-10 of
http://www.nd.edu/~rwilliam/stats1/OLS-Stata9.pdf
or else possibly
http://www.nd.edu/~rwilliam/stats1/Matrices-Stata.pdf
The first shows you how to analyze a correlation matrix when you
don't have the original raw data, e.g. you are working from a printed
article. The 2nd shows you how you can use matrix functions to
create a correlation matrix and do your own regression analysis.
Incidentally, -regi- (where i = immediate) would be a logical command
for Stata to have, given that it has other immediate commands (e.g.
-ttesti-), but as far as I know no one has written it.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
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