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Re: st: Large output


From   Dominik Becker <dominik.becker@wiso.uni-koeln.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Large output
Date   Mon, 29 Mar 2010 16:58:00 +0200

-mkcorr- and -estpost- might be other alternatives (see below).

Dominik


**************** MKCORR ******************
findit mkcorr
help mkcorr
mkcorr read write math science socst, log(hsb2_corr) sig means cdec(2)
mdec(2)
casewise

Note: The default is pairwise (pwcorr). You must specify ‘casewise’ if
you want the
equivalent results of ‘corr’.
Edit file ‘hsb2_corr’ (located in current folder) in Word.
Options:
sig: display significance test p-values
cdec( ): # decimal points displayed in correlation coefficients
means: display descriptive numerical summary
mdec( ): # decimal points displayed in descriptive numerical summary
casewise: display casewise results (instead of default pairwise results)




**************** ESTPOST *****************


. sysuse auto
(1978 Automobile Data)

. estpost correlate price turn foreign rep78, matrix listwise

             |      e(b)     e(rho)       e(p)   e(count) 
-------------+--------------------------------------------
price        |                                            
       price |         1          1                    69 
        turn |  .3302013   .3302013   .0055897         69 
     foreign | -.0173639  -.0173639   .8873872         69 
       rep78 |  .0065533   .0065533     .95738         69 
turn         |                                            
        turn |         1          1                    69 
     foreign |  -.676836   -.676836   1.72e-10         69 
       rep78 | -.4961308  -.4961308   .0000146         69 
foreign      |                                            
     foreign |         1          1                    69 
       rep78 |  .5922369   .5922369   8.31e-08         69 
rep78        |                                            
       rep78 |         1          1                    69 

. esttab, unstack not noobs compress

--------------------------------------------------------------
                 (1)                                          
                                                              
               price         turn      foreign        rep78   
--------------------------------------------------------------
price              1                                          
turn           0.330**          1                             
foreign      -0.0174       -0.677***         1                
rep78        0.00655       -0.496***     0.592***         1   
--------------------------------------------------------------
* p<0.05, ** p<0.01, *** p<0.001
 

________________________________________________________________________


Dominik Becker, M.A.
University of Cologne
Cologne Graduate School in Management, Economics and Social Sciences
(CGS)
Richard-Strauss-Str. 2
50931 Köln

phone:  +49(0)221/470-1221
mail:     dominik.becker@wiso.uni-koeln.de
web:     www.wiso.uni-koeln.de/cgs


Am Montag, den 29.03.2010, 16:50 +0200 schrieb SCHOUMAKER Bruno:
> Hell, you can try this
> 
> corr v1-v15
> matrix CORR=r(C)
> svmat CORR, names(C)
> edit C*
> 
> then you can copy and paste from the editor
> 
> Hope this helps
> 
> Bruno
> 
> 
> Le 29/03/2010 16:42, Ulrich Kohler a écrit :
> > This is not quite the  answer you are waiting for, but I would give Nick
> > Cox's -corrtable- command a try. It produces the correlation matrix as a
> > graph and offers quite some possibilties to tweak the output.
> >
> >
> > Am Montag, den 29.03.2010, 09:54 -0400 schrieb Claude Francoeur:
> >    
> >> Hello,
> >>
> >> My correlation matrix is quite large (15 variables). Instead of showing
> >> 15 lines, Stata creates extra lines to continue the matrix, which makes
> >> it awkward to transfer to Excel or Word. This is due to the width of the
> >> columns (long variable names and 4 decimal coefficients).
> >>
> >> What would be the best way to handle this? Can I have Stata rename the
> >> columns with numbers and provide a legend? Can I force the correlation
> >> coefficients to be shrunk to 2 decimals?
> >>
> >> Thanks again for your help.
> >>
> >> Claude
> >>
> >>
> >> *
> >> *   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/
> >>      
> >
> > *
> > *   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/
> >    
> 
> 

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