Re: st: RE: correlate by group and collapse

[Nick Cox <njcoxstata@gmail.com>]

The syntax should be corr(var1 var2) and otherwise as stated.

Nick

On 2 Dec 2011, at 05:04, Rui Zeng <rzeng@wisc.edu> wrote:

> Dear Statalisters,
>
> I see the following code and I want to use the
>  _gcorr.ado file to get the covariance by group. However, in the
> following syntax there is not place to input the command, and I do not
> know how to make it work,  would you please help me out? thanks!
>
>
> The syntax is:
>
>    [by varlist:] egen newvar = var1 var2 [if exp] [in exp]  
> [ ,covariance ]
>
>
>
>
>
>
> > -----Original Message-----
> > From: Roger Harbord [mailto:Roger.Harbord@bristol.ac.uk <Roger.Harbord@bristol.ac.uk 
> > >]
> > Sent: Wednesday, July 10, 2002 3:44 PM
> > To: statalist@hsphsun2.harvard.edu,
> > Subject: st: correlate by group and collapse
> >
> > Dear Statalisters,
> >
> > I want to collapse my dataset by a group variable and retain the
> > correlation coefficient of two variables.  In other
> > words, I'd like to be able to do something like:
> > . collapse (correlation) var1 var2, by(group)
> > or maybe:
> > . by group: egen corr12=corr(var1 var2)
> > . collapse corr12, by(group)
> >
> > However, collapse doesn't have correlation among its stats (it only
> > allows a selection of univariate statistics) and egen doesn't have a
> > corr function.
> > I know I can do:
> > . by group: correlate var1 var2
> > - but I want to save the results and do further analysis on
> > them rather
> > than just displaying them.
> >
> > The best I've come up with is (supposing I have 100 groups):
> > . gen corr12=.
> > . for num 1/100, noheader: qui correlate var1 var2 if group==X \
> >        qui replace corr12=r(rho) if study==X
> > . collapse corr12, by(group)
> >
> > This seems kind of clumsy though, and it took me a while to work out
> > that I needed _noheader_ and _quietly_ to stop my screen filling with
> > output. It also becomes quite lengthy if I want several pairwise
> > correlations. Is there a better way?
> >
> > I think I'd like egen to have a _corr_ and/or a _cov_ function - I
> > would have thought it would be of wider interest than the calculation
> > of U.S. marginal income tax rates, which is already
> > implemented as egen
> > function mtr! I've checked the extensions to egen in the STB package
> > _egenodd_ and tried a couple of _findit_'s, but I didn't find
> > anything
> > suitable.
>
> I've attached below a program to do this with egen.  Save the whole
> thing as "_gcorr.ado"  (that is, DO NOT separate out the GenCorr  
> part as
> a separate file.
>
> The syntax is:
>
>    [by varlist:] egen newvar = var1 var2 [if exp] [in exp] [ ,
> covariance ]
>
> The ", covariance" option generates coveriances; otherwise it does
> correlations.
>
> Nick Winter
>
> **************** BEGINNING OF _gcorr.ado
> **************************************
> *! NJGW 10jul2002
> *! syntax:  [by varlist:] egen newvar = var1 var2 [if exp] [in exp]  
> [ ,
> covariance ]
> *! computes correlation (or covariance) between var1 and var2,
> optionally by: varlist
> *!    and stores the result in newvar.
> program define _gcorr
>    version 7
>
>    gettoken type 0 : 0
>    gettoken g    0 : 0
>    gettoken eqs  0 : 0
>    syntax varlist(min=2 max=2) [if] [in] [, BY(string) Covariance ]
>
>    if `"`by'"'!="" {
>             local by `"by `by':"'
>    }
>
>    quietly {
>             gen `type' `g' = .
>             `by' GenCorr `varlist' `if' `in', thevar(`g')
> `covariance'
>    }
>    capture label var `g' "Correlation `varlist'"
> end
>
> program define GenCorr, byable(recall)
>    syntax varlist [if] [in] , thevar(string) [ covariance ]
>    marksample touse
>    if "`covariance'"=="" {
>             local stat "r(rho)"
>    }
>    else {
>             local stat "r(cov_12)"
>    }
>    cap corr `varlist' if `touse' , `covariance'
>    if !_rc {
>             qui replace `thevar'=``stat'' if `touse'
>    }
> end
>
> **************** END OF _gcorr.ado
> **************************************
*
*   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/