[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

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

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

Subject |
st: RE: Linear regression; where is the correlation coefficient |

Date |
Mon, 11 Aug 2008 18:02:45 +0100 |

I guess that you are concerned here (mostly, at least) with regression with a single predictor, say y = a + bx. The expectation is indeed that if you want the correlation r = corr(x, y) then you can get it from -correlate- or from sqrt(e(r2)). program myr version 8 di sqrt(e(r2)) end makes that just about as painless as possible, unless (I doubt it) StataCorp changes their mind on this point. I don't use Excel and in case have to guess at what you mean by "the graph". Perhaps you want -twoway lfit y x- to display an equation. -sparl- on SSC shows an equation but it is written for Stata 6 and will not use the new graphics. I know that the author regards it as a dead program, but there is code within to display the equation. On confidence intervals for correlations, there is more than one way to do it. John Gleason in 1996 published this, which works fine. STB-32 sg51 . . . Inference about correlations using the Fisher z-transform (help z_r, z_rci, z_rcopy, z_rplt, z_rvrfy) . . . . . . J. R. Gleason 7/96 pp.13--18; STB Reprints Vol 6, pp.121--128 commands for statistical inference about correlation coefficients via the Fisher z-transform Both programs and the STB write-up are accessible to all. Bootstrapping is another possibility but it's important to note that confidence limits for any interesting correlation will be asymmetric given the constraints of [-1,1]. Nick n.j.cox@durham.ac.uk Carlo Georges It is rather straight forward to do a linear regression, but i ckecked lots of options but coul not find the r, deriving it from R(square) is a bit tedious. Is there a way to include the regession equation, in the graph as with Excel. Is it possible to print the confidence interval for a correlation coefficient * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: RE: swilk test Ho:***From:*"Martin Weiss" <martin.weiss@uni-tuebingen.de>

**st: Linear regression; where is the correlation coefficient***From:*"Carlo Georges" <georgesc@pt.lu>

- Prev by Date:
**RE: st: -reshape long-** - Next by Date:
**st: RE: Constrained regression** - Previous by thread:
**st: Linear regression; where is the correlation coefficient** - Next by thread:
**st: Compute means of coefficients** - Index(es):

© Copyright 1996–2015 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |