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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Sat, 19 May 2012 07:03:29 +0100 |

Here's how to do it with -corrci- once installed from SJ: sysuse auto, clear ds, has(type numeric) corrci `r(varlist)', saving(easierthisway) use easierthisway su corr, detail Nick On Fri, May 18, 2012 at 6:59 PM, Cohen, Elan <cohened@upmc.edu> wrote: > 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 Nick Cox > -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! Cohen, Elan > 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. * * 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/

**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>

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

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