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RE: st: RE: create matrix from pwcorr command
From
"Feiveson, Alan H. (JSC-SK311)" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: RE: create matrix from pwcorr command
Date
Thu, 29 Apr 2010 15:20:34 -0500
You could also try multiple imputation to get a positive-(semi)definite estimate of the covariance matrix.
Al Feiveson
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Tyler Frazier
Sent: Thursday, April 29, 2010 1:26 PM
To: [email protected]
Subject: Re: st: RE: create matrix from pwcorr command
Thank you for your reply and comment -- you are correct, the number of
observations in this household survey vary from ~3400 down to ~1400
and even one or two variables are in the range of ~800. I would like
to come up with the determinants in order to synthetically simulate
the population of a large area of a city, approximately 200,000
persons. Should I fill in the missing values using stata first? Ty
Frazier
On Thu, Apr 29, 2010 at 7:35 PM, Nick Cox <[email protected]> wrote:
> I don't know why you thought that would work. It's a very long way from
> the syntax for -matrix-.
>
> Stata makes it difficult for you to do this, and with good reason. As
> different correlations may be based on different sample sizes, the
> correlations are not strictly comparable, and the resulting matrix is
> typically unsuitable for multivariate analysis. It may not even be
> positive semi-definite.
>
> But that aside, -matpwcorr- from SSC evidently does this for you.
>
> Nick
> [email protected]
>
> Tyler Frazier
>
> I would like to create a matrix from the pwcorr command -- I tried
>
> matrix m = pwcorr Var1 Var2 Var3 Var4 etc.... but that doesn't seem to
> work. likewise for standard dev and mean
>
>
> *
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>
*
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*
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* http://www.ats.ucla.edu/stat/stata/