st: Re: storing correlations

[Kit Baum <baum@bc.edu>]

sacrificial complex eigenvalue

No way to directly store a matrix of correlations in a variable, but  
you can store them as a matrix:

mat accum cov = var1 var2 var3, noco dev
mat corr = corr(cov)
mat list corr

Now if you really wanted them stored in a variable,

matvech corr veccorr    (using matvech from dm79, by N J Cox)
svmat veccorr
list veccorr1 if veccorr1 < .

One could also do this in Mata very easily.


Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


On May 23, 2007, at 2:33 AM, statalist-digest wrote:


> I want to store the correlation coefficient into a
> variable. After I run corr var1 var2 var3
> i see the correlation coefficient output table. I
> searched online and it is said the correlate result
> should be stored in matrix rho(r), but when I tried in
> stata 9. I can't find it. Could anyone please help me
> on this. many thanks in advance
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