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st: RE: Storing a correlation matrix

From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: Storing a correlation matrix
Date   Tue, 18 Apr 2006 16:50:50 +0100

-makematrix- can do this with the -listwise- option. 
-makematrix- is downloadable from SSC. 

Here is a dopey example. 

. sysuse auto, clear 
(1978 Automobile Data)

. makematrix , from(r(rho)) listwise : corr price-rep78

            price         mpg       rep78
price           1
  mpg  -.46859669           1
rep78   .00655327   .40234039           1

Making a matrix from the sample sizes shows the
underlying mess: 

. makematrix , from(r(N)) listwise : corr price-rep78

       price    mpg  rep78
price     74
  mpg     74     74
rep78     69     69     69

There are, naturally, options for saving the matrix, 
and so forth. 

-makematrix- was discussed in the Stata Journal: 

SJ-3-4  pr0011  . . . . . . . .  Speaking Stata: Problems with tables, Part II
        Q4/03   SJ 3(4):420--439                                 (no commands)
        reviews three user-written commands (tabcount, makematrix,
        and groups) as different approaches to tabulation problems

Marcello is an Associate Editor of the Stata Journal, 
and so should have a copy... 

Note that neither SSC, nor the author of -makematrix-, 
nor the Editors of the Stata Journal are to be held 
responsible for the eigenconsequences, positive
or negative, definite or indefinite, of matrices
based on varying subsets of the data. 

[email protected] 

Marcello Pagano
> Bill Gould in 1999 answered the question of how to store pairwise 
> correlations of a varlist in a matrix--basically calculate the 
> covariance matrix and then convert it into a correlation matrix.  The 
> problem with that answer is that it does not use all the 
> data--basically 
> the difference between -corr-and -pwcorr-.  Does anyone have a better 
> answer, one that uses all the data, like -pwcorr- does?

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