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Re: st: summarize correlation matrix
From
David Hoaglin <[email protected]>
To
[email protected]
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 <[email protected]> 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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