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Re: st: Table of partial correlation coefficients
From
Charles Koss <[email protected]>
To
[email protected]
Subject
Re: st: Table of partial correlation coefficients
Date
Fri, 11 Mar 2011 11:16:12 -0600
Dr. Williams and Dr. Cox: thank you very much. I am very impressed how
fast this issue was solved. Very interesting program, it works!
Thanks,
Charles
--
Charles Koss
On Fri, Mar 11, 2011 at 10:58 AM, Nick Cox <[email protected]> wrote:
> That's nice. Here's the idea wrapped up in a program
>
> * Richard Williams plus ghost writer 11 March 2011
> program richard
> version 8.2
> syntax varlist(numeric) [if] [in]
> marksample touse
>
> tokenize "`varlist'"
> local nvars : word count `varlist'
>
> qui forval i = 1/`nvars' {
> local vlist : list varlist - `i'
> regress ``i'' `vlist' if `touse'
> estadd pcorr
> est store m`i'
> local mlist `mlist' m`i'
> }
>
> esttab `mlist', main(pcorr) not noconstant nostar
> drop _est_m*
> end
>
> . richard mpg trunk weight length price
>
> -----------------------------------------------------------------------------
> (1) (2) (3) (4) (5)
> mpg trunk weight length price
> -----------------------------------------------------------------------------
> trunk -0.0240 -0.0797 0.363 0.0317
> weight -0.202 -0.0797 0.830 0.409
> length -0.174 0.363 0.830 -0.292
> price -0.122 0.0317 0.409 -0.292
> mpg -0.0240 -0.202 -0.174 -0.122
> -----------------------------------------------------------------------------
> N 74 74 74 74 74
> -----------------------------------------------------------------------------
> pcorr coefficients
>
> Nick
> [email protected]
>
> Richard Williams
>
> At 10:38 AM 3/11/2011, Charles Koss wrote:
>>Richard, thank you for following up. Based on your code, I would like
>>to summarize the results from pcorr. Let's say I run:
>>
>>webuse auto
>>pcorr price mpg trunk weight length
>>pcorr mpg price trunk weight length
>>pcorr trunk price mpg weight length
>>pcorr weight price mpg trunk length
>>pcorr length price mpg trunk weight
>>
>>Then, I would like to make a summary of the results from the previous
>>5 lines of code. I know I can copy & paste but imagine how easy would
>>it be to obtain a table resembling the corr command output.
>
> OK, so by one variable, you meant one dependent variable. How about
> something like this? You'll need to get estadd and esttab from SSC first.
>
> webuse auto, clear
> reg price mpg trunk weight length
> estadd pcorr
> est store m1
> reg mpg price trunk weight length
> estadd pcorr
> est store m2
> reg trunk price mpg weight length
> estadd pcorr
> est store m3
> reg weight price mpg trunk length
> estadd pcorr
> est store m4
> reg length price mpg trunk weight
> estadd pcorr
> est store m5
> esttab m1 m2 m3 m4 m5, main(pcorr) not noconstant nostar
>
> The output from the last command is
>
> . esttab m1 m2 m3 m4 m5, main(pcorr) not noconstant nostar
>
> -----------------------------------------------------------------------------
> (1) (2) (3) (4) (5)
> price mpg trunk weight length
> -----------------------------------------------------------------------------
> mpg -0.122 -0.0240 -0.202 -0.174
> trunk 0.0317 -0.0240 -0.0797 0.363
> weight 0.409 -0.202 -0.0797 0.830
> length -0.292 -0.174 0.363 0.830
> price -0.122 0.0317 0.409 -0.292
> -----------------------------------------------------------------------------
> N 74 74 74 74 74
> -----------------------------------------------------------------------------
> pcorr coefficients
>
>
> *
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