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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: Using results from correlation matrices to pinpoint variables |

Date |
Thu, 16 Jun 2005 20:45:49 +0100 |

It sounds as if the heart of this is something like this qui foreach x of var v4-v60 { local whichvar local highestr = 0 foreach y of var v1-v3 { corr `x' `y' if r(rho) > 0.75 & r(rho) > `highestr' { local highestr = r(rho) local whichvar `y' } } if "`whichvar'" != "" { di "`y' `whichvar' `highestr'" } } Nick n.j.cox@durham.ac.uk > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Alejandro > Delafuente > Sent: 16 June 2005 17:49 > To: statalist@hsphsun2.harvard.edu > Subject: st: Using results from correlation matrices to pinpoint > variables > > > Dear Statalisters, > I am running several correlations between a set of core > variables (v1 v2 v3) > and a list of other variables (v4 to v60). Once each > correlation is run, I > want Stata to select a variable from my core group if it > satisfies two > conditions: a) has the highest correlation coefficient among > all (always > plausible to find one), and b) have a coefficient above >.75. > Thus, in my > example below v2 would be the variable that i want. I don't > know how to tell > Stata to look for the variable when both conditions are met, > and then use it > for other purposes (ie, create a means ratio where the > denominator would be the > time mean for the selected variable), or do nothing when this > is not the case. > My subprogram below the correlation matrix is just to clarify > my goal. I don't > know if saving the matrix after each correlation and then > referring to the > outputs of the first column would be a possible way to > pinpoint my variable. > Any help on how to program this (if possible) would be very > much appreciated. > > corr v4 $othervars if _n>10 > (obs=162) > > | v4 v1 v2 v3 > -------------+------------------------------------ > v4 | 1.0000 > v1 | 0.6307 1.0000 > v2 | 0.8028 0.7753 1.0000 > v3 | 0.7045 0.4304 0.5670 1.0000 > > > forvalues i = 1/60 { > corr v`i' `othervars' //`othervars' includes v1 v2 and v3 > gen ratio`i'=v`i' / x > // if x has the highest correlation with v`i' & corr>.75 // here v2 > * * 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/

**Follow-Ups**:**Re: st: RE: Using results from correlation matrices to pinpoint variables***From:*Alejandro Delafuente <alejandro.delafuente@st-antonys.oxford.ac.uk>

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