Stata 15 help for storage modes
Title
storage modes  Storage modes for correlation and covariance matrices
Description
The three storage modes for specifying the correlation or covariance
matrix in corr2data and drawnorm will be illustrated with a correlation
structure C of 4 variables. In full storage model, this structure can be
entered as a 4x4 Stata matrix:
. matrix C = ( 1.0000, 0.3232, 0.1112, 0.0066 \ ///
0.3232, 1.0000, 0.6608, 0.1572 \ ///
0.1112, 0.6608, 1.0000, 0.1480 \ ///
0.0066, 0.1572, 0.1480, 1.0000 )
Elements within a row are separated by commas, and rows are separated by
a backslash \. We use the input continuation operator /// for convenient
multiline input; see [P] comments. In this storage mode, you probably
want to set the row and column names to the variables:
. matrix rownames C = price trunk headroom rep78
. matrix colnames C = price trunk headroom rep78
This correlation structure can be entered more conveniently in one of the
two vectorized storage modes. In these modes, you enter the lower
triangle or the upper triangle of C in rowwise order; these two storage
modes differ only in the order in which the k(k+1)/2 matrix elements are
recorded. The lower storage mode for C is comprised of a vector with
4(4+1)/2=10 elements, that is, a 1x10 or 10x1 Stata matrix, with one row
or column,
. matrix C = ( 1.0000, ///
0.3232, 1.0000, ///
0.1112, 0.6608, 1.0000, ///
0.0066, 0.1572, 0.1480, 1.0000 )
or more compactly as
. matrix C = ( 1, 0.3232, 1, 0.1112, 0.6608, 1, 0.0066, 0.1572,
0.1480, 1 )
As an alternative vectorization, C may be entered in upper storage mode
as a vector with 4(4+1)/2=10 elements, that is, a 1x10 or 10x1 Stata
matrix,
. matrix C = ( 1.0000, 0.3232, 0.1112, 0.0066, ///
1.0000, 0.6608, 0.1572, ///
1.0000, 0.1480, ///
1.0000 )
or more compactly as
. matrix C = ( 1, 0.3232, 0.1112, 0.0066, 1, 0.6608, 0.1572, 1,
0.1480, 1 )
