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| The '''`correlate`''' command calculates [[Statistics/Covariance|correlations]]. | '''`-correlate-`''' calculates [[Statistics/Correlation|correlations]]. See also [[Stata/PwCorr|-pwcorr-]]. |
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| To calculate the correlation matrix for some varlist, try: | To calculate the [[Statistics/Correlation|correlation]] matrix for some varlist, try: |
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| To calculate the covariance matrix, try: | To calculate the [[Statistics/Covariance#Matrix|covariance matrix]], try: |
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| Note that this command does not support weighting, as it is not an estimation command. To calculate the covariance matrix of [[Stata/Svy|survey estimates]], for example, try using [[Stata/Proportion|proportion]]: | Note that this command does not support [[Stata/Weights|weights]], as it is not an estimation command. |
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| {{{ 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 }}} |
---- == See also == [[https://www.stata.com/manuals/rcorrelate.pdf|Stata manual for -correlate-]] |
Stata Correlate
-correlate- calculates correlations.
See also -pwcorr-.
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 weights, as it is not an estimation command.