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Re: st: computing covariance

From   Joseph Coveney <>
To   Statalist <>
Subject   Re: st: computing covariance
Date   Sat, 03 Jun 2006 21:55:10 +0900

Rida Zaidi wrote:

This may be a v. basic question - but how does one compute and store
covariances in stata ?

For the standard deviations I only do egen x_sd=sd(varx)
How do I obtain the covariance between two of my variables ?


Stata's command -correlate- will compute covariance.  You can store it (in
the same sense as you store something with -egen-) by generating a variable
to contain the returned scalar.  This is illustrated below, along with
something basic that I learned on the List today.  Does R's output report
that the variable has been transformed?

Joseph Coveney

sysuse auto
correlate headroom gear_ratio, covariance
generate float xy_cov = r(cov_12)
expr: correlate sqrt(headroom) log10(gear_ratio)

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