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RE: st: table of correlations
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
RE: st: table of correlations
Date
Mon, 17 Jan 2011 13:05:40 +0000
Also check out my -corrci- from the SJ.
SJ-10-4 pr0041_1 . . . . . . . . . . . . . . . . . Software update for corrci
(help corrci, corrcii if installed) . . . . . . . . . . . . N. J. Cox
Q4/10 SJ 10(4):691
update to fix corrci so that it [always] saves r-class results
SJ-8-3 pr0041 . Speaking Stata: Corr. with confidence, Fisher's z revisited
(help corrci, corrcii if installed) . . . . . . . . . . . . N. J. Cox
Q3/08 SJ 8(3):413--439
reviews Fisher's z transformation and its inverse, the
hyperbolic tangent, and reviews their use in inference
with correlations
Getting confidence intervals is not the point with Rodrigo's data; he has time series, so they are likely to be garbage. The point is that -corrci- offers other ways of displaying and saving the correlations.
That said, I still guess that -statsby- is nearest to what Rodrigo wants.
Nick
[email protected]
Nick Cox
Also check out -statsby-.
Stas Kolenikov
Read on the -post- command, it will do the work for you.
On Fri, Jan 14, 2011 at 4:15 PM, Rodrigo Briceño <[email protected]> wrote:
> First of all I must clarify that I already try to
> solve this problem using mkcorr.
> I'm using Stata 9.2 and windows XP. I'm applying the following command
> to my data: by isin2, sort : correlate liq1 sap, where isin2 is the
> identification number of each one of my time series. The results I get
> when I apply this command is a list of tables with all the
> correlations asked. What I would like is to collect all the 324
> correlation coefficients to put them on a table, like this (as an
> example):
>
> ISIN2 rho
> 1 0.2356
> 2 0.2541
> 3 0.0123
>
> I was thinking to put each coefficient as a scalar using locals:
>
> local rho1 = r(rho)
> estadd scalar rho1= `rho1'
>
> but I don't know how to call back all the 324 together. If any of you
> know some command or tip that could help me to build this table I will
> appreciate your time.
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