-makematrix- can do this with the -listwise- option.
-makematrix- is downloadable from SSC.
Here is a dopey example.
. sysuse auto, clear
(1978 Automobile Data)
. makematrix , from(r(rho)) listwise : corr price-rep78
price mpg rep78
price 1
mpg -.46859669 1
rep78 .00655327 .40234039 1
Making a matrix from the sample sizes shows the
underlying mess:
. makematrix , from(r(N)) listwise : corr price-rep78
price mpg rep78
price 74
mpg 74 74
rep78 69 69 69
There are, naturally, options for saving the matrix,
and so forth.
-makematrix- was discussed in the Stata Journal:
SJ-3-4 pr0011 . . . . . . . . Speaking Stata: Problems with tables, Part II
Q4/03 SJ 3(4):420--439 (no commands)
reviews three user-written commands (tabcount, makematrix,
and groups) as different approaches to tabulation problems
Marcello is an Associate Editor of the Stata Journal,
and so should have a copy...
Note that neither SSC, nor the author of -makematrix-,
nor the Editors of the Stata Journal are to be held
responsible for the eigenconsequences, positive
or negative, definite or indefinite, of matrices
based on varying subsets of the data.
Nick
n.j.cox@durham.ac.uk
Marcello Pagano
> Bill Gould in 1999 answered the question of how to store pairwise
> correlations of a varlist in a matrix--basically calculate the
> covariance matrix and then convert it into a correlation matrix. The
> problem with that answer is that it does not use all the
> data--basically
> the difference between -corr-and -pwcorr-. Does anyone have a better
> answer, one that uses all the data, like -pwcorr- does?
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