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Re: st: covariance

From   Maarten buis <>
Subject   Re: st: covariance
Date   Sat, 14 Feb 2009 08:49:49 +0000 (GMT)

--- On Fri, 13/2/09, Carlos Rodriguez wrote:
> Please, could anyone tell me what is the difference between
> the covariance command and the "correlation-,coefficients" 
> command in Stata10?

There is no difference: both the -covariance- and the 
-correlation- don't exist in Stata. What does exist is
the -correlate- command, which has the options 
-covariance- and -_coef-. Is this what you mean?

> I have read the help files but I am still unsure which to
> use if I want to show whether two regressors are highly
> collinear or not.

You definitely do not want to use the -_coef- option for 
this. So, your choice is between -correlate- and 
-correlate, covariance-. Both are measures of linear 
association between variables, the difference is that 
correlations are standardized and covariances are not. You
can find a more complete discussion in any introductory
statistics text.


Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515

+31 20 5986715


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