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st: RE: Results different between -pwcorr- and -mkcorr- [Stata 9.1]


From   "Hoetker, Glenn" <ghoetker@uiuc.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Results different between -pwcorr- and -mkcorr- [Stata 9.1]
Date   Sat, 19 Nov 2005 14:54:28 -0600

Herve has indeed identified an issue with mkcorr.  I am working on an update that will address this and should release it via SSC this week.

Thank you, Herve.

Glenn Hoetker
College of Business
University of Illinois at Urbana-Chmapaign
ghoetker@uiuc.edu

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Herve STOLOWY
Sent: Saturday, November 19, 2005 2:37 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: Results different between -pwcorr- and -mkcorr- [Stata 9.1]

Dear All:

I use -mkcorr- (downloadable from ssc) to obtain correlations in a file which can be easily opened with excel. In the help file, I read the following text: "Please note that it calls the correlate command rather than the pwcorr command.  Therefore, it will only calculate correlations based on observations in which none of the requested variables are missing".

So, I anticipate differing results between -pwcorr- and -mkcorr-, depending on the size of the sample. 

However, I am puzzled by the following situation:

pwcorr absence1  divergence1 common , sig obs, if sample_japp30==1

mkcorr  absence1  divergence1 common if sample_japp30==1, log(correlation_Table3_PanelA) replace label sig cdec(4)

As the sample should be the same (with the restriction if sample_japp30==1), I anticipate to get exactly the same figures. However, if the coefficients are strictly identical, the p-values are slightly different.

How could I explain this difference? I probably miss something concerning -correlate-.

Best regards

Hervé Stolowy





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