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st: creating AR(1) correlation matrix


From   "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: creating AR(1) correlation matrix
Date   Thu, 16 May 2013 14:56:35 +0000

I need to create a correlatoin matrix of rho^(i-j) where i and j are row and column indexes.  Is there a simple command in Stata that will do htis?  I can do it in a foreach loop (although i've been messing it up so far).  This is for a simulation and the dimension of the correlation is 50 or 100 so i don't want to do it manually.


Peter A. Lachenbruch,
Professor (retired)
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