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⇤ ← Revision 1 as of 2025-10-06 19:30:10
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Stata Correlate
The correlate command calculates correlations.
Contents
Usage
To calculate the correlation matrix for some varlist, try:
corr varlist matrix cor = r(C)
To calculate the covariance matrix, try:
corr varlist, covariance matrix cov = r(C)
To calculate the precision matrix, follow-up the above with:
matrix invcov = invsym(cov) //note that invsym() is preferred over inv()
Note that this command does not support weighting, as it is not an estimation command. To calculate the covariance matrix of survey estimates, for example, try using proportion:
svy: prop A B C D
estat vce
mata: st_matrix("cov", st_matrix("e(V)")[(1,3,5,7), (1,3,5,7)]) // select only every other row