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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

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

Subject |
st: RE: covariance matrix |

Date |
Mon, 17 Dec 2007 18:58:40 -0000 |

See e.g. [M-5] corr() . . . . . . . . . Make correlation matrix from variance matrix (help [M-5] corr()) [M-5] mean() . . . . . . . . . . . . . . Means, variances, and correlations (help [M-5] mean()) FAQ . . . . . . . . . . . . . . . . . . . Obtaining the correlation matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . W. Gould 12/99 How can I obtain the correlation matrix as a Stata matrix? http://www.stata.com/support/faqs/stat/rho.html corrmat from http://www.stata.com/users/sdriver corrmat. Create and save correlation or covariance matrices. / Program by Shannon Driver, StataCorp <sdriver@stata.com>. / Creates a correlation matrix, covariance matrix, or both and optionally / saves them in the return list and/or matrix dir. cpcorr from http://fmwww.bc.edu/RePEc/bocode/c 'CPCORR': module for correlations for each row vs each column variable / cpcorr produces a matrix of correlations for rowvarlist versus / colvarlist. cpspear does the same for Spearman correlations. This / matrix may thus be oblong, and need not be square. Both also / allow a single STB-56 dm79 . . . . . . . . . . . . . . . . . . Yet more new matrix commands (help matcorr, matewmf, matvsort, svmat2 if installed) . . N. J. Cox 7/00 pp.4--8; STB Reprints Vol 10, pp.17--23 commands to produce a correlation matrix, elementwise monadic function of another matrix, selected subsets of matrix rows and columns, vec or vech of a matrix, elements sorted within a vector, matrix from a vector, and commands to save matrices see mata matrix language incorporated into Stata 9.0 David Kantor How can I capture the covariance matrix of a set of variables? If I do corr varlist, cov I get returned scalars of the variance and covariance of the first two variables. I though I should be able to get the whole matrix. Am I missing something? I suppose I can compute the covariance of each pair of variables and deposit the results into a matrix, but I thought that I wouldn't need to do that. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: RE: covariance matrix***From:*David Kantor <kantor.d@att.net>

**References**:**st: covariance matrix***From:*David Kantor <kantor.d@att.net>

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