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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: How to stack two correlation matrix tables into one big correlation matrix (lower and upper diagonal) table? |

Date |
Mon, 8 Feb 2010 00:05:40 -0800 (PST) |

--- On Mon, 8/2/10, Kelvin Tan wrote: > I would like to know if I can stack two correlation matrix > tables into one big correlation matrix (("foreign=1") in > lower diagonal and (foreign=0) in upper diagonal of the > big correlation matrix table) . Here is an example of how to do that without reporting any stars/significance levels/confidence intervals. I don't know how to add those. *---------------- begin example -------------------- // check if -estout- is installed // you can remove these two lines if you already know // that -estout- is installed on your machine. capt which estout if _rc ssc inst estout // get data sysuse auto.dta, clear // collect correlation matrices correlate trunk weight length if foreign==1 matrix c1 = r(C) correlate trunk weight length if foreign==0 matrix c2 = r(C) // combine the matrices mata c1 = st_matrix("c1") c2 = st_matrix("c2") c = lowertriangle(c1) + uppertriangle(c2) - I(rows(c1)) st_matrix("c", c) end // copy the row and column names matrix rownames c = `: rownames c1' matrix colnames c = `: colnames c1' // display the result esttab matrix(c, fmt(3)), compress tex *-------------------- end example ------------------------ ( For more on how to use examples I sent to statalist see: http://www.maartenbuis.nl/stata/exampleFAQ.html ) Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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: How to stack two correlation matrix tables into one big correlation matrix (lower and upper diagonal) table?***From:*Kelvin Tan <kelvin.tan.statalist@gmail.com>

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