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st: Equivalent of -mkcorr- for -spearman-


From   "Herve STOLOWY" <[email protected]>
To   <[email protected]>
Subject   st: Equivalent of -mkcorr- for -spearman-
Date   Mon, 21 Aug 2006 16:24:49 +0200

Dear Statalisters,

As you might know, -mkcorr- (downloadable from SSC) produces namely a .txt file with a correlation matrix (which can be easily be transformed into an excel file). -mkcorr- is based on -pwcorr-, i.e., on a Pearson correlation.

Do you know if there is an equivalent command for -spearman- (which is based on a rank correlation)?

More broadly, is there a way to obtain a .txt file with a Spearman (rank) correlation matrix?

Best regards

Herv� Stolowy

***********************************************************
Professeur/Professor
Coordinateur du D�partement/Head of Department
HEC Paris
D�partement Comptabilit� Contr�le de gestion / Dept of Accounting and Management Control
1, rue de la Liberation
78351 - Jouy-en-Josas
France
Tel: +33 1 39 67 94 42 - Fax: +33 1 39 67 70 86
stolowy#hec.fr (replace # by @)
http://studies.hec.fr/web/stolowy

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