Re: st: Table of partial correlation coefficients

[Richard Williams <richardwilliams.ndu@gmail.com>]

At 10:38 AM 3/11/2011, Charles Koss wrote:
> Richard, thank you for following up. Based on your code, I would like
> to summarize the results from pcorr. Let's say I run:
>
> webuse auto
> pcorr price  mpg trunk weight length
> pcorr mpg price   trunk weight length
> pcorr trunk price  mpg  weight length
> pcorr weight price  mpg trunk  length
> pcorr length price  mpg trunk weight
>
> Then, I would like to make a summary of the results from the previous
> 5 lines of code. I know I can copy & paste but imagine how easy would
> it be to obtain a table resembling the corr command output.

To automate the process further (you also need eststo from SSC, in 
addition to estadd and esttab):

webuse auto, clear
eststo clear
local vlist price  mpg trunk weight length
foreach dv of varlist `vlist' {
        local xvars: list vlist - dv
        reg `dv' `xvars'
        estadd pcorr
        eststo
}
esttab e*, main(pcorr) not noconstant nostar

The last output is

. esttab e*, main(pcorr) not noconstant nostar

-----------------------------------------------------------------------------
                      (1)          (2)          (3)          (4)          (5)
                    price          mpg        trunk       weight       length
-----------------------------------------------------------------------------
mpg                -0.122                   -0.0240       -0.202       -0.174
trunk              0.0317      -0.0240                   -0.0797        0.363
weight              0.409       -0.202      -0.0797                     0.830
length             -0.292       -0.174        0.363        0.830
price                           -0.122       0.0317        0.409       -0.292
-----------------------------------------------------------------------------
N                      74           74           74           74           74
-----------------------------------------------------------------------------
pcorr coefficients

If you don't like that formatting you can play around with the esttab 
options. Or, if you were so inclined, you could probably create a 
matrix with all the coefficients.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
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