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From |
David Kantor <[email protected]> |

To |
[email protected] |

Subject |
Re: st: RE: covariance matrix |

Date |
Tue, 18 Dec 2007 09:21:10 -0500 |

Thanks to Nick for those very helpful suggestions. --David At 01:58 PM 12/17/2007, you wrote:

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 <[email protected]>. / 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? [...]

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**References**:**st: covariance matrix***From:*David Kantor <[email protected]>

**st: RE: covariance matrix***From:*"Nick Cox" <[email protected]>

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