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René said
Is there a way to do pairwise Pearson AND Spearman Correlations in a
single matrix, such as Pearson in the lower left and Spearman in the
upper right traingle of the matrix?
Provided, that is even possible. Is there a nice way to ouput such a
correlation matrix to LaTeX?
The following requires -outtable- from SSC (ssc install outtable)
-------------------
capt prog drop corrmat
*! corrmat CFB 2008dec09
prog corrmat
version 10.1
syntax varlist(numeric) using/
qui spearman `varlist', pw
tempname c
mat `c' = r(Rho)
local k: word count `varlist'
forv i = 2/`k' {
local f: word `i' of `varlist'
forv j = 1/`=`i'-1' {
local s: word `j' of `varlist'
qui corr `f' `s'
mat `c'[`i', `j'] = r(rho)
}
}
outtable using `using', mat(`c') replace format(%9.4f)
di _n "Spearman/Pearson correlations written to `using'.tex" _n
end
--------------------
Stupidly, -pwcorr- returns nothing useful in its return list---merely
the correlation of the last variable with itself, which is predictably
unity. Thus regular -corr- is used here, invoked pairwise to avoid
listwise deletion due to missing values.
To test,
sysuse auto
corrmat price mpg rep78 using testcorrmat
type testcorrmat.tex
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
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