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Re: st: How to reduce correlation between variables

From   Maarten Buis <>
Subject   Re: st: How to reduce correlation between variables
Date   Mon, 6 Aug 2012 12:36:07 +0200

On Mon, Aug 6, 2012 at 12:22 PM, Ebru Ozturk wrote:
> But it didnt change anything. They are still correlated. I used the command below:
> orthog x1 x2 x3, gen(x1* x2* x3*)

you need to look at and use the new variables generated by -orthog-,
see -help orthog-.

*------------------ begin example --------------------
sysuse auto, clear
orthog weight length headroom displacement turn, gen(we_o le_o he_o di_o tu_o)

// correlations among the original variables
corr weight length headroom displacement turn

// correlations among the "orthogonalized" variables
corr we_o le_o he_o di_o tu_o
*----------------- end example ---------------------

-- Maarten

Maarten L. Buis
Reichpietschufer 50
10785 Berlin
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