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Fwd: Re: st: RE: Selecting correlations with highest absolute value

From   Dara Shifrer <>
Subject   Fwd: Re: st: RE: Selecting correlations with highest absolute value
Date   Wed, 09 Oct 2013 17:04:01 -0600

Joe, thank you very much for your quick response to my quest to find the most highly correlated pairs of variables. I think I understand what your code does (finds correlations, linearly transforms the correlation matrix into a column vector, sorts this matrix, and then lists the sorted columns of correlations) but I'm not sure why it isn't working for me (see code below). I haven't used Stata's matrix commands before and may be missing something obvious. Thanks for any additional help anyone can provide! Dara

pwcorr tbmale tdedc3 tbrace td9tchr td9slry tb9yrsh tb9yrsnh td10tchr td10slry ///
tb10yrsh tb10yrsnh td11tchr td11slry tb11yrsh tb11yrsnh ///
tp10pswm ta10a2w skd10size skd10blck skd10hisp skd10pvty skd10lep  ///
skd10biesl skd10gt skd10sped skd11size skd11blck skd11hisp skd11pvty skd11lep /// skd11biesl skd11gt skd11sped skd12size skd12blck skd12hisp skd12pvty skd12lep /// skd12biesl skd12gt skd12sped ta11elgb5 ta11ctgr ta11grd ta11chrt ta11sclvl ///
ta11a1rg ta11a2rg ta11a2lrg ta11a2mrg ta11a2m9rg ta11a2m10rg ta11a2m11rg ///
ta11a2rrg ta11a2r9rg ta11a2r10rg ta11a2r11rg ta11a2srg ta11a2s10rg ta11a2s11rg ///
ta11a2ssrg ta11a2ss10rg ta11a2ss11rg ///
ta11a3rg ta11a3arg ta11a3arrg ta11a3amrg ta11a3aparg ta11a3aperg ta11a3brg ta11a3crg /// trt12rtn tp12pswm tka12tme tka12tmebl tka12tms tka12tmsbl tka12tre tka12trebl tka12trs ///
tka12trsbl tka12talg1 tka12talg1bl tka12tbio tka12tbiobl tka12te1r ///
tka12te1rbl tka12te1w tka12te1wbl tka12twgeo tka12twgeobl ///
tka12smegn tka12smsgn tka12sregn tka12srsgn tka12slegn tka12slsgn ///
tka12ssegn tka12shegn tka12shsgn

.... lots of correlations excluded...

       | tka~megn tka~msgn tka~regn tka~rsgn tka~legn tka~lsgn tka~segn
  tka12smegn |   1.0000
  tka12smsgn |   0.1390   1.0000
  tka12sregn |   0.6082   0.1509   1.0000
  tka12srsgn |   0.1211   0.5660   0.1929   1.0000
  tka12slegn |   0.5454  -0.0638   0.5637   0.1009   1.0000
  tka12slsgn |   0.2572   0.5671   0.2427   0.5295   0.2006 1.0000
tka12ssegn | 0.4479 -0.1376 0.3819 -0.1273 0.4028 -0.1095 1.0000 tka12shegn | 0.4143 0.0340 0.4330 -0.2011 0.4543 -0.2584 0.5530 tka12shsgn | 0.5705 0.4077 0.3127 0.6170 0.2309 0.4094 0.2407

             | tka~hegn tka~hsgn
  tka12shegn |   1.0000
  tka12shsgn |   0.0918   1.0000

. matrix corrvector=vec(r(C))

. matvsort corrvector sortedvector

. matrix list sortedvector

tka12shsgn:tka12shsgn   1
tka12shsgn:tka12shsgn   1
tka12shsgn:tka12shsgn   1
tka12shsgn:tka12shsgn   1

Postdoctoral Fellow, Houston Education Research Consortium
Kinder Institute for Urban Research
Rice University

On 10/8/2013 1:39 PM, Joe Canner wrote:

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

Joe Canner
Johns Hopkins University School of Medicine

-----Original Message-----  [] On Behalf Of Dara Shifrer
Sent: Tuesday, October 08, 2013 3:16 PM
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

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