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From |
"Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: RE: creating AR(1) correlation matrix |

Date |
Thu, 16 May 2013 16:01:07 +0000 |

I need to generate the correlation matrix for input to drawnorm, so this isn't quite what i need. Thanks for the help Peter A. Lachenbruch, Professor (retired) ________________________________________ From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of Jacobs, David [jacobs.184@sociology.osu.edu] Sent: Thursday, May 16, 2013 8:13 AM To: 'statalist@hsphsun2.harvard.edu' Subject: st: RE: creating AR(1) correlation matrix A quick and maybe dirty way to do this is to run a population averaged, panel regression model with an AR1 term if that's appropriate. Then type -xtcorr- (there's a newer command but xtcorr still works at least in version 11). You'll probably get the correlation matrix used to compute the AR1 correction. I say probably because the matrix you want may be too large for this option. Dave Jacobs -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Lachenbruch, Peter Sent: Thursday, May 16, 2013 10:59 AM To: statalist@hsphsun2.harvard.edu Subject: st: creating AR(1) correlation matrix 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) * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/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/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: RE: RE: creating AR(1) correlation matrix***From:*Federico Belotti <f.belotti@gmail.com>

**References**:**st: creating AR(1) correlation matrix***From:*"Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>

**st: RE: creating AR(1) correlation matrix***From:*"Jacobs, David" <jacobs.184@sociology.osu.edu>

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