Correlation coefficients with significance levels ------------------------------------------------- by Sean Becketti, Federal Reserve Bank of Kansas City ^corrprob^ varname1 varname2 [^in^ range] [^if^ exp] [^,^ type] where type is one of: ^all^ all correlation measures ^pearson^ Pearson's product-moment correlation ^spearman^ Spearman's rank correlation ^kendall^ Kendall's tau-beta displays one or more correlation coefficients between varname1 and varname2 along with a normal-approximation to the test that the rank correlation is zero. If no type is specified, then ^pearson^ is assumed. Warning: Calculation of Kendall's tau-beta is slow, especially on large data sets.