correlate.hlp

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{smcl}
{* 20jan2005}{...}
{cmd:help correlate}, {cmd:help pwcorr}{right:dialogs:  {bf:{dialog correlate}}  {bf:{dialog pwcorr}}}
{hline}

{title:Title}

{p2colset 5 22 24 2}{...}
{p2col :{bf:[R] correlate} {hline 2}}Correlations (covariances) of
variables or estimators{p_end}
{p2colreset}{...}


{title:Syntax}

{phang}Display correlation matrix or covariance matrix

{p 8 18 2}
{opt cor:relate}
[{varlist}]
{ifin}
{weight}
[{cmd:,} {it:{help correlate##correlate_options:correlate_options}}]

{phang}Display all pairwise correlation coefficients

{p 8 18 2}
{cmd:pwcorr}
[{varlist}]
{ifin}
{weight}
[{cmd:,} {it:{help correlate##pwcorr_options:pwcorr_options}}]

{synoptset 19 tabbed}{...}
{marker correlate_options}{...}
{synopthdr :correlate_options}
{synoptline}
{syntab :Options}
{synopt :{opt _c:oef}}display correlation or covariance matrix of the
coefficients{p_end}
{synopt :{opt m:eans}}display means, standard deviations, minimums, and
maximums with matrix{p_end}
{synopt :{opt nof:ormat}}ignore display format associated with variables{p_end}
{synopt :{opt c:ovariance}}display covariances{p_end}
{synopt :{opt w:rap}}allow wide matrices to wrap{p_end}
{synoptline}
{p2colreset}{...}

{synoptset 19 tabbed}{...}
{marker pwcorr_options}{...}
{synopthdr :pwcorr_options}
{synoptline}
{syntab :Main}
{synopt :{opt o:bs}}print number of observations for each entry{p_end}
{synopt :{opt sig}}print significance level for each entry{p_end}
{synopt :{opt p:rint(#)}}significance level for displaying coefficients{p_end}
{synopt :{opt st:ar(#)}}significance level for displaying with a star{p_end}
{synopt :{opt b:onferroni}}use Bonferroni-adjusted significance level{p_end}
{synopt :{opt sid:ak}}use Sidak-adjusted significance level{p_end}
{synoptline}
{p2colreset}{...}

{p 4 6 2}
{it:varlist} may contain time-series operators; see {help tsvarlist}.{p_end}
{p 4 6 2}
{opt by} may be used with the {opt correlate} and {opt pwcorr}; see 
{helpb by}.{p_end}
{p 4 6 2}
{opt aweight}s and {opt fweight}s are allowed; see {help weight}.


{title:Description}

{pstd}
The {opt correlate} command displays the correlation matrix or covariance
matrix for a group of variables or for the coefficients of the most recent
estimation. If {it:varlist} and {opt _coef} are not specified, the matrix is 
displayed for all variables in the data.  Observations are excluded from the
calculation due to missing values on a casewise basis.  Also see 
{helpb estat}.

{pstd}
{opt pwcorr} displays all the pairwise correlation coefficients between
the variables in {it:varlist} or, if
{it:varlist} is not specified, all the variables in the dataset.


{title:Options for correlate}

{dlgtab:Options}

{phang}
{opt _coef} displays the correlations (or covariances if {opt covariance} is
also specified) between the coefficients of the last estimation.

{phang}
{opt means} displays summary statistics (means, standard deviations,
minimums, and maximums) with the matrix.

{phang}
{opt noformat} displays the summary statistics requested by the
{opt means} option in {opt g} format, regardless of the display formats
associated with the variables.

{phang}
{opt covariance} displays the covariances rather than the correlation
coefficients.

{phang}
{opt wrap} requests that no action be taken on wide correlation matrices to
make them readable.  It prevents Stata from breaking wide matrices into
pieces to enhance readability.
You might want to specify this option if you are displaying results in a
window wider than 80 characters.  In that case, you may need to 
{opt set linesize} to however many characters you can display across a single line; see {helpb log}.


{title:Options for pwcorr}

{dlgtab:Main}

{phang}
{opt obs} adds a line to each row of the matrix reporting the number of
observations used to calculate the correlation coefficient.

{phang}
{opt sig} adds a line to each row of the matrix reporting the
significance level of each correlation coefficient.

{phang}
{opt print(#)} specifies the significance level of
correlation coefficients to be printed.  Correlation coefficients with larger significance levels are left blank in the matrix. 
Typing {cmd:pwcorr, print(.10)} would list only correlation coefficients significant at the 10% level or better.

{phang}
{opt star(#)} specifies the significance level of
correlation coefficients to be starred.  Typing {cmd:pwcorr, star(.05)} would
star all correlation coefficients significant at the 5% level or better.

{phang}
{opt bonferroni} makes the Bonferroni adjustment to calculated
significance levels.  This affects printed significance levels and the
{cmd:print()} and {cmd:star()} options.  Thus 
{bind:{cmd:pwcorr, print(.05) bonferroni}} prints coefficients with
Bonferroni-adjusted significance levels of .05 or less.

{phang}
{opt sidak} makes the Sidak adjustment to calculated significance levels.
This affects printed significance levels and the {cmd:print()} and
{cmd:star()} options.  Thus {bind:{cmd:pwcorr, print(.05) sidak}} prints
coefficients with Sidak-adjusted significance levels of .05 or less.


{title:Examples}

{phang}{cmd:. correlate}{p_end}
{phang}{cmd:. correlate mrgrate dvcrate medage}{p_end}
{phang}{cmd:. correlate mrgrate dvcrate medage, covariance}{p_end}
{phang}{cmd:. correlate mrgrate dvcrate medage [aw=pop], covariance}

    {cmd:. regress y x1 x2} {right:(substitute any estimation command for {opt regress}){space 2}}
{phang}{cmd:. correlate, _coef}{p_end}
{phang}{cmd:. correlate, _coef cov}

{phang}{cmd:. pwcorr}{p_end}
{phang}{cmd:. pwcorr price weight mpg displ}{p_end}
{phang}{cmd:. pwcorr price weight mpg displ, sig obs}{p_end}
{phang}{cmd:. pwcorr price weight mpg displ, sig bon}{p_end}
{phang}{cmd:. pwcorr price weight mpg displ, star(.05)}{p_end}
{phang}{cmd:. pwcorr price weight mpg displ, star(.05) bon}{p_end}
{phang}{cmd:. pwcorr price weight mpg displ, print(.05) star(.01) bon}


{title:Also see}

{psee}
Manual:  {bf:[R] correlate}

{psee}
Online:  {helpb estat},
{helpb pcorr},
{helpb set matsize},
{helpb spearman},
{helpb summarize},
{helpb tetrachoric}
{p_end}