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st: Re: RE: RE: Pearson correlate returned values: corr vs. pwcorr

From   "Martin Weiss" <>
To   <>
Subject   st: Re: RE: RE: Pearson correlate returned values: corr vs. pwcorr
Date   Thu, 11 Dec 2008 22:33:16 +0100

Two things:

If it is easy to calculate the p-value from the returned values of -pwcorr-, make sure you let me know how.

And: The question is not whether Stata should provide the p-value. That question was settled by StataCorp by providing the -sig- option. The question is: Given that we have the -sig- option, should the p-value not be in the returned values...

----- Original Message ----- From: "Nick Cox" <>
To: <>
Sent: Thursday, December 11, 2008 9:47 PM
Subject: st: RE: RE: Pearson correlate returned values: corr vs. pwcorr

It doesn't seem weird to me.

It's quite common in Stata that P-values are not returned results,
especially whenever they are directly deducible from other returned

Also, in at least some problems there can be much argument about how to
best to calculate P-values, or indeed whether any such are reliable at
all, so that discretion on the part of StataCorp is the better part of

Remember, for every Stata user who may want to push beyond charted
territory there is another Stata user who doesn't want Stata to support
dubious statistics.

My -corrci- from Stata Journal supports confidence intervals, which here
as usually elsewhere I hold to be as or more useful than P-values. But I
draw the line at supporting pairwise stuff, as a matter of personal

The accompanying article spells out pertinent caveats. Inferences for
correlations are at best messier than many people want to believe.

SJ-8-3  pr0041  .  Speaking Stata: Corr. with confidence, Fisher's z
       (help corrci, corrcii if installed) . . . . . . . . . . . .  N.
J. Cox
       Q3/08   SJ 8(3):413--439
       reviews Fisher's z transformation and its inverse, the
       hyperbolic tangent, and reviews their use in inference
       with correlations


Martin Weiss

Official Stata does not seem to provide this functionality (which is a
little weird). -h pwcorr- seems to acknowledge the problem with the
values towards the end.

So a hack seems possible, from what I observe when I set the -trace- on.
This FAQ points to another approach:

Grealy, Patrick J

I would like to have the coefficient and significance available as
returned values but both _corr_ and _pwcorr_ seem to come up short. I
can get the coeff returned by _corr_ but not sig. I can get coeff and
sig displayed by pwcorr but not returned as values for programming.
Reluctantly, I am tempted to hack my local version of _pwcorr_ . Is
there an easier way?

Here is a simple demo:
sysuse auto, clear
pwcorr headroom turn, sig
return list
corr headroom turn
return list

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