Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | st: creating AR(1) correlation matrix |
| Date | Thu, 16 May 2013 14:56:35 +0000 |
I need to create a correlatoin matrix of rho^(i-j) where i and j are row and column indexes. Is there a simple command in Stata that will do htis? I can do it in a foreach loop (although i've been messing it up so far). This is for a simulation and the dimension of the correlation is 50 or 100 so i don't want to do it manually. Peter A. Lachenbruch, Professor (retired) * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/