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

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

Subject |
st: RE: saving output of -correlate, c- in two submatrixes for later use |

Date |
Tue, 6 Nov 2007 17:32:16 -0000 |

-ereturn list- shows nothing after -correlate- because -correlate- is an r-class command. This is documented, but think of it this way: in what way is -correlate- fitting a model? You can get correlation matrices in various ways. -findit correlation matrix- points to various, including FAQ . . . . . . . . . . . . . . . . . . . Obtaining the correlation matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . W. Gould 12/99 How can I obtain the correlation matrix as a Stata matrix? http://www.stata.com/support/faqs/stat/rho.html corrmat from http://www.stata.com/users/sdriver corrmat. Create and save correlation or covariance matrices. / Program by Shannon Driver, StataCorp <sdriver@stata.com>. / Creates a correlation matrix, covariance matrix, or both and optionally / saves them in the return list and/or matrix dir. cpcorr from http://fmwww.bc.edu/RePEc/bocode/c 'CPCORR': module for correlations for each row vs each column variable / cpcorr produces a matrix of correlations for rowvarlist versus / colvarlist. cpspear does the same for Spearman correlations. This / matrix may thus be oblong, and need not be square. Both also / allow a single Also check out -makematrix- from SSC. You have two choices: get the whole matrix, and extract; or get separate submatrices. -cpcorr- and -makematrix- support the latter approach. The sum of squared values I would get by squaring a variable and finding its sum, using -summarize, meanonly- and picking up r(sum). Here is an example: . gen ysq = y^2 . su ysq, meanonly . scalar ysum = r(sum) Nick n.j.cox@durham.ac.uk nicola.baldini2@unibo.it I have a panel of some dozens of variables: ns x* z*. I would like to: (1) save some of the output of -correlate x* z*, c- in two matrixes, X (containing only that portion of the output about the (co)variances between the x* variables and themselves) and Z (containing only that portion of the output about the covariances between the x* variables and the z* variables), e.g. x1 x2 ... xn z1 ... zn x1 XXXXXXXXXXXX ZZZZZZZZZ x2 XXXXXXXXXXXX ZZZZZZZZZ ...XXXXXXXXXXXX ZZZZZZZZZ xn XXXXXXXXXXXX ZZZZZZZZZ z1 .......useless........ ..........portion........ zn ..of...the...output... Why can't I find the output with -ereturn list-, such as after -mean()-? (2) and then to find the matrix A such that Z*A=X/sq where sq is the scalar given by the sum of the squares of the values contained in variable ns. (I know that A is -matrix A= inv(Z)*X/sq-, but has Stata 9 any simple command to calculate sq? And can I save the value of sq in some variable for later use in a for i=1...sq statement?) * * 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/

**References**:**st: saving output of -correlate, c- in two submatrixes for later use***From:*nicola.baldini2@unibo.it

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