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Re: st: Large output
From
Dominik Becker <[email protected]>
To
[email protected]
Subject
Re: st: Large output
Date
Mon, 29 Mar 2010 16:58:00 +0200
-mkcorr- and -estpost- might be other alternatives (see below).
Dominik
**************** MKCORR ******************
findit mkcorr
help mkcorr
mkcorr read write math science socst, log(hsb2_corr) sig means cdec(2)
mdec(2)
casewise
Note: The default is pairwise (pwcorr). You must specify ‘casewise’ if
you want the
equivalent results of ‘corr’.
Edit file ‘hsb2_corr’ (located in current folder) in Word.
Options:
sig: display significance test p-values
cdec( ): # decimal points displayed in correlation coefficients
means: display descriptive numerical summary
mdec( ): # decimal points displayed in descriptive numerical summary
casewise: display casewise results (instead of default pairwise results)
**************** ESTPOST *****************
. sysuse auto
(1978 Automobile Data)
. estpost correlate price turn foreign rep78, matrix listwise
| e(b) e(rho) e(p) e(count)
-------------+--------------------------------------------
price |
price | 1 1 69
turn | .3302013 .3302013 .0055897 69
foreign | -.0173639 -.0173639 .8873872 69
rep78 | .0065533 .0065533 .95738 69
turn |
turn | 1 1 69
foreign | -.676836 -.676836 1.72e-10 69
rep78 | -.4961308 -.4961308 .0000146 69
foreign |
foreign | 1 1 69
rep78 | .5922369 .5922369 8.31e-08 69
rep78 |
rep78 | 1 1 69
. esttab, unstack not noobs compress
--------------------------------------------------------------
(1)
price turn foreign rep78
--------------------------------------------------------------
price 1
turn 0.330** 1
foreign -0.0174 -0.677*** 1
rep78 0.00655 -0.496*** 0.592*** 1
--------------------------------------------------------------
* p<0.05, ** p<0.01, *** p<0.001
________________________________________________________________________
Dominik Becker, M.A.
University of Cologne
Cologne Graduate School in Management, Economics and Social Sciences
(CGS)
Richard-Strauss-Str. 2
50931 Köln
phone: +49(0)221/470-1221
mail: [email protected]
web: www.wiso.uni-koeln.de/cgs
Am Montag, den 29.03.2010, 16:50 +0200 schrieb SCHOUMAKER Bruno:
> Hell, you can try this
>
> corr v1-v15
> matrix CORR=r(C)
> svmat CORR, names(C)
> edit C*
>
> then you can copy and paste from the editor
>
> Hope this helps
>
> Bruno
>
>
> Le 29/03/2010 16:42, Ulrich Kohler a écrit :
> > This is not quite the answer you are waiting for, but I would give Nick
> > Cox's -corrtable- command a try. It produces the correlation matrix as a
> > graph and offers quite some possibilties to tweak the output.
> >
> >
> > Am Montag, den 29.03.2010, 09:54 -0400 schrieb Claude Francoeur:
> >
> >> Hello,
> >>
> >> My correlation matrix is quite large (15 variables). Instead of showing
> >> 15 lines, Stata creates extra lines to continue the matrix, which makes
> >> it awkward to transfer to Excel or Word. This is due to the width of the
> >> columns (long variable names and 4 decimal coefficients).
> >>
> >> What would be the best way to handle this? Can I have Stata rename the
> >> columns with numbers and provide a legend? Can I force the correlation
> >> coefficients to be shrunk to 2 decimals?
> >>
> >> Thanks again for your help.
> >>
> >> Claude
> >>
> >>
> >> *
> >> * For searches and help try:
> >> * http://www.stata.com/help.cgi?search
> >> * http://www.stata.com/support/statalist/faq
> >> * http://www.ats.ucla.edu/stat/stata/
> >>
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/