--- On Fri, 13/2/09, Carlos Rodriguez wrote:
> Please, could anyone tell me what is the difference between
> the covariance command and the "correlation-,coefficients"
> command in Stata10?
There is no difference: both the -covariance- and the
-correlation- don't exist in Stata. What does exist is
the -correlate- command, which has the options
-covariance- and -_coef-. Is this what you mean?
> I have read the help files but I am still unsure which to
> use if I want to show whether two regressors are highly
> collinear or not.
You definitely do not want to use the -_coef- option for
this. So, your choice is between -correlate- and
-correlate, covariance-. Both are measures of linear
association between variables, the difference is that
correlations are standardized and covariances are not. You
can find a more complete discussion in any introductory
statistics text.
--Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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