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st: RE: Selecting correlations with highest absolute value


From   Joe Canner <jcanner1@jhmi.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Selecting correlations with highest absolute value
Date   Tue, 8 Oct 2013 19:39:07 +0000

Dara,

Here's one quick-n-dirty possibility. (It requires installing -matvsort- from SSC.)

. corr varlist
. matrix corrvector=vec(r(C))
. matvsort corrvector sortedvector
. matrix list sortedvector

Regards,
Joe Canner
Johns Hopkins University School of Medicine


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Dara Shifrer
Sent: Tuesday, October 08, 2013 3:16 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: Selecting correlations with highest absolute value


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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