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st: Difference between -spearman- and -pwcorr- with ranked variables
From
Owen Gallupe <[email protected]>
To
[email protected]
Subject
st: Difference between -spearman- and -pwcorr- with ranked variables
Date
Sun, 22 Sep 2013 23:26:56 -0400
Hi,
My understanding is that Spearman correlations are simply Pearson
correlations using ranked data. However, when I run the spearman
command I get different results from when I convert the variables to
ranks and then run the pwcorr command with the ranks.
. spearman var1 var2
rho = -0.0112, p = 0.5642
. egen rankvar1 = rank(var1)
. egen rankvar2 = rank(var2)
. pwcorr rankvar1 rankvar2, sig
r = -0.0100, p = 0.6058
I suspect it has something to do with the way I created the ranked
variables, but I'm not sure.
If someone could point me in the right direction, I would really appreciate it!
Owen
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