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st: Calculating Mahalanobis distance


From   "Schijven, Mario" <MSchijven@mays.tamu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Calculating Mahalanobis distance
Date   Mon, 3 May 2010 09:59:16 -0500

Hi all,

Does anyone know whether Stata has a pre-programmed command to compute Mahalanobis distance? So far, I've manually computed the Euclidean distance between two sets of firms in a dataset, but I need to compute the Mahalanobis distance. If Stata cannot do this, perhaps someone knows how to do it in Excel (i.e., how do I modify the formula for calculating Euclidean distance into one for Mahalanobis distance)?

All the very best and many thanks in advance,

Mario Schijven
Mays Business School
Texas A&M University

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