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From |
"Cohen, Elan" <cohened@upmc.edu> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: RE: summarize correlation matrix |

Date |
Fri, 18 May 2012 17:59:56 +0000 |

Thank you all for your wise words and cautious notes. Unfortunately, I'm just the programmer in this case. For any interested, here's how I converted a correlation matrix into a Stata variable. sysuse auto, clear ds, has(type numeric) keep `r(varlist)' corr mat C = r(C) clear svmat C // Only keep lower half forv i=1/`c(k)' { qui replace C`i' = . in 1/`i' } g i = _n reshape long C, i(i) j(junk) drop i junk drop if mi(C) su C, d - Elan -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox Sent: Friday, May 18, 2012 11:47 To: 'statalist@hsphsun2.harvard.edu' Subject: st: RE: summarize correlation matrix -corrci- (SJ) makes this easy. -corrci- was written primarily to support confidence interval calculation for correlations but has an option to save a correlation matrix to a dataset. The analyses allowed by -corrci- raise the question of whether you should be summarizing correlations on a z scale, not an r scale. See SJ-10-4 pr0041_1 . . . . . . . . . . . . . . . . . Software update for corrci (help corrci, corrcii if installed) . . . . . . . . . . . . N. J. Cox Q4/10 SJ 10(4):691 update to fix corrci so that it always saves r-class results SJ-8-3 pr0041 . Speaking Stata: Corr. with confidence, Fisher's z revisited (help corrci, corrcii if installed) . . . . . . . . . . . . N. J. Cox Q3/08 SJ 8(3):413--439 reviews Fisher's z transformation and its inverse, the hyperbolic tangent, and reviews their use in inference with correlations The suggestion is that you read the paper in SJ 8-3 ( which is accessible at http://www.stata-journal.com/sjpdf.html?articlenum=pr0041 ) but download the updated software from the files for SJ 10-4. All that said, I am not sure quite what useful information is given by some of these numbers. I think of problems in which showing the overall distribution of the correlations is of some descriptive value, which was precisely why I provided that option, but the standard deviation? Also, if correlations are generally weak, then either you are summarizing noise or you are asking the wrong questions about relationships! Nick n.j.cox@durham.ac.uk -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Cohen, Elan Sent: 18 May 2012 16:21 To: statalist@hsphsun2.harvard.edu Subject: st: summarize correlation matrix 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 -- Elan D Cohen, MS Center for Research on Health Care Data Center University of Pittsburgh cohened@upmc.edu * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: RE: RE: summarize correlation matrix***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**st: summarize correlation matrix***From:*"Cohen, Elan" <cohened@upmc.edu>

**st: RE: summarize correlation matrix***From:*Nick Cox <n.j.cox@durham.ac.uk>

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