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st: Selecting correlations with highest absolute value


From   Dara Shifrer <Dara.Shifrer@rice.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Selecting correlations with highest absolute value
Date   Tue, 08 Oct 2013 13:16:25 -0600


In SAS, I was able to quickly determine which pairs of variables were most highly correlated using the 'best' option with the 'proc corr' command ("*BEST=*/n ----/**/**/prints */n/* correlation coefficients for each variable. Correlations are ordered from highest to lowest in absolute value.) After extensive searching, I have not been able to locate a Stata command that does something similar.

If this is not possible in Stata, maybe Stata experts have suggestions for my ultimate purpose: constructing equations to facilitate a smoother and faster running of Stata's 'ice' command.

Any help would be greatly appreciated,
Dara Shifrer

--
Postdoctoral Fellow, Houston Education Research Consortium
Kinder Institute for Urban Research
Rice University
Dara.Shifrer@rice.edu

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