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Re: st: difference b/w corr and pwcorr


From   David Hoaglin <dchoaglin@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: difference b/w corr and pwcorr
Date   Wed, 10 Apr 2013 08:05:15 -0400

To Maarten's explanation, I would add that some analyses start with a
correlation matrix and that correlation matrices have certain
properties (e.g., they are nonnegative-definite or, preferably,
positive-definite).  You could use -pwcorr- to calculate the
correlation of each pair of variables and then assemble those
correlations as a matrix; but if the pairwise correlations are not
based on the same sample (as -corr- would enforce), that matrix may
not be a "correlation matrix."

David Hoaglin

On Wed, Apr 10, 2013 at 1:13 AM, Wu Zhang <wuzhang50@yahoo.com> wrote:
> Right; but I do find it produces different  estimates than corr does. I am confused.
>
>
>
> ----- Original Message -----
> From: Alan Acock <acock@me.com>
> To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
> Cc: STATA LIST <statalist@hsphsun2.harvard.edu>
> Sent: Tuesday, April 9, 2013 10:43 PM
> Subject: Re: st: difference b/w corr and pwcorr
>
> Wu,
> The pwcorr command has more options like sig for sifpgn. Tests.
>
> Sent from my iPad
>
> On Apr 9, 2013, at 2:56 PM, Wu Zhang <wuzhang50@yahoo.com> wrote:
>
>> Hi folks,
>>
>>      I wanna know the difference between correlation and pairwise correlation: very confusing, for some varlist, they are the same; while different for other varlist. Could you guys help me out?
>>
>> Thanks,
>>
>> Wu
>>
>>
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