Hi Martin,
thx a lot, I already had a look at this discussion and Nick's article.
Unfortunately, I can't find a clear answer to my question. First, the
discussion / article is about correlation a continous and a discrete
variable, I am wondering though how to deal with a dummy (0 / 1)
variable (perhaps the same way?).
Second, in his mail Nick says - if I understood him right - that the
correlation between a discrete and continous variable can make sense,
but that it depends (on what?).
Still, I find it surprising that there is no comment / option in the
correlate commands of Stata, as I figure that this is a frequently
occuring issue (as Nick mentions). Afterall, I might be usual (and
easiest way?) to exclude dummy variables from a correlation matrix?`
Best
Christian
On Mon, Sep 21, 2009 at 10:51 AM, Martin Weiss <[email protected]> wrote:
>
> <>
>
>
>
> Try Nick`s http://www.stata.com/statalist/archive/2008-11/msg00933.html
>
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von Christian Weiß
> Gesendet: Montag, 21. September 2009 16:45
> An: statalist
> Betreff: st: Correlation of Dummy and Metric Variables?
>
> Dear Statalist,
>
> although it's not a particularly Stata specific question , I am hoping
> to get advise on the following (basic?) question:
>
>
> I am using the following command to get a correlation matrix
>
> quietly estpost correlate `vars', matrix
> esttab using correlations.csv, not unstack compress noobs star(*
> 0.10
> ** 0.05 *** 0.01) long b(%9.2f) replace
>
> `vars' containts a battery of mostly metric variables. Besides the
> metric variables, there is also three dummy variables.
>
> I am wondering now if the reported (relatively high) correlation
> coefficients among the dummy variables and between some of the metric
> variables and the dummy variables are actually meaningful. How to
> interpret them / which correlation test to use?
>
>
> Thank's a lot,
> Christian
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