Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Covariance matrix of independent variables


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Covariance matrix of independent variables
Date   Mon, 18 Nov 2002 16:24:23 -0000

Hoetker, Glenn
>
> I need to place the covariance matrix of my RHS variables
> into a matrix
> for further manipulation.
>
>
> Many thanks for any hints.  I've looked through the help and manuals
> repeatedly, but I still feel like I'm missing something obvious.
>

. findit covariance matrix

Selected results:

FAQ     . . . . . . . . . . . . . . . . . . . Obtaining the
correlation matrix
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
W. Gould
        12/99   How can I obtain the correlation matrix as a Stata
                matrix?
                http://www.stata.com/support/faqs/stat/rho.html

STB-56  dm79 . . . . . . . . . . . . . . . . . .  Yet more new matrix
commands
        (help matcorr, matewmf, matvsort, svmat2 if installed) . . .
N. J. Cox
        7/00    pp.4--8; STB Reprints Vol 10, pp.17--23
        commands to produce a correlation matrix, elementwise monadic
        function of another matrix, selected subsets of matrix rows
        and columns, vec or vech of a matrix, elements sorted within
        a vector, matrix from a vector, and commands to save matrices

corrmat from http://www.stata.com/users/sdriver
    corrmat.  Create and save correlation or covariance matrices.  /
Program
    by Shannon Driver, StataCorp <sdriver@stata.com>. / Creates a
correlation
    matrix, covariance matrix, or both and optionally / saves them in
the
    return list and/or matrix dir.

Nick
n.j.cox@durham.ac.uk

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index