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Re: st: summarize correlation matrix


From   David Hoaglin <dchoaglin@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: summarize correlation matrix
Date   Fri, 18 May 2012 11:43:25 -0400

Hi, Elan.

Before you become too attached to all those correlations, have you
looked at all the corresponding scatter plots?  A correlation
coefficient summarizes only the strength of linear relation.  I am
usually not interested in seeing a correlation coefficient until I
have looked at the scatter plot.  I wasn't a member of the Society for
the Suppression of the Correlation Coefficient, but they weren't
joking.

David Hoaglin

On Fri, May 18, 2012 at 11:20 AM, Cohen, Elan <cohened@upmc.edu> wrote:
> I have a large correlation matrix after running -corr- on my dataset.  I'd now like to summarize that matrix, i.e. get the mean, sd, plot a histogram of the p*(p-1)/2 correlation values (where p is the number of variables).  I'm not quite savvy enough in Mata and it's proving difficult in standard Stata programming.  I'd greatly appreciate an answer using either.
>
> Thank you,
>
> - Elan

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