Martin Weiss <[email protected]>:
Note that the sig option does not give a standard error on the
correlation. Instead, it gives the p value from a test of b=0 in a
linear regression, which is also a test of zero correlation.
sysuse auto, clear
pwcorr headroom price, sig
estat vce
reg price headroom
estat vce
reg headroom price
For more interesting hypotheses, the problem is harder.
See also e.g.
http://www.stata.com/statalist/archive/2009-01/msg00827.html
for some relevant discussion.
On Wed, Jan 13, 2010 at 2:12 PM, Martin Weiss <[email protected]> wrote:
>
> <>
>
> *******
> sysuse auto, clear
> pwcorr mpg price, sig
> *******
>
>
> HTH
> Martin
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Sibel S.
> Sent: Mittwoch, 13. Januar 2010 20:04
> To: [email protected]
> Subject: st: Pearson's correlation coefficient
>
> I am trying to measure standardized persistence between children's
> years of schooling and parents' average years of schooling using
> Pearson's correlation coefficient. I looked through the FAQ, but could
> not find information on this. Is there a command for this? I also
> need to obtain the standard errors for the correlation coefficients.
>
> Thanks very much in advance.
> Sibel
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