RE: RE: st: Pearson/Spearman Correlation Matrix

[Red Owl <rh.redowl@liu.edu>]

Ahmed,

You asked two questions, which I'll answer in sequence.

First, you asked about how to modify my suggested code or how to use
Daniel Klein's -corsp- program (which more efficiently and more
generally implements the same strategy that I followed in my code).

I would suggest you just use Daniel Klein's -corsp-, which I copy for
you now from http://www.stata.com/statalist/archive/2014-01/msg00352.html:

**** Begin Daniel Klein's -corsp- Program Code *****

*! version 1.0.0 09oct2013

pr corsp ,rclass
    vers 9.2

    syntax varlist(min = 2 num) [if] [in]

    marksample touse
    qui cou if (`touse')
    if !(r(N)) err 2000

    loc nvars : word count `varlist'

    tempname R rho

    qui cor `varlist'
    mat `R' = r(C)

    qui spearman `varlist'
    mat `rho' = r(Rho)

    forv c = 1/`nvars' {
        forv r = `= `c' + 1'/`nvars' {
            mat `R'[`r', `c'] = `rho'[`r', `c']
        }
    }

    matlist `R'
    ret mat R = `R'
end

**** End Daniel Klein's Program Code *****

To apply Daniel's -corsp- program do the following:
(1) Load your data set and then install Daniel's program by copying his
code.
(2) Then run his program by entering -corsp X1 X2 X3 X4 X5 X6 X7-

Second, you asked about how to report p-values for the correlations and
about differences between Stata's commands -corr- and -pwcorr-.  As you
will read in the help files for those two commands, -corr- applies
listwise (also called casewise) deletion of missing values, whereas
-pwcorr- by default applies pairwise deletion of missing values unless
you add the option -listwise-.  If you have complete data, there will be
no difference between the two sets of results with the defaults for
-corr- and -pwcorr-.

If you wonder why Daniel chose to use -corr- to obtain the Pearson r
results with -corsp-, I believe he did that because -pwcorr- does not
output a complete r matrix in the r class results.

If you want to get the p-values for the Pearson r's reported in Daniel's
-corsp-, you can do the following:
(1) Make sure you are using listwise deletion of missing values and the
same sample in both -pwcorr- and -spearman-.
(2) Run -pwcorr X1 X2 X3 X4 X5 X6 X7, listwise sig- to obtain p-values
for the Pearson r results.
(3) Run -spearman X1 X2 X3 X4 X5 X6 X7, stats(p)- to obtain p-values for
the Spearman rho results.

Hope that helps.

Red Owl
redowl@liu.edu
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