= Stata Correlate =

'''`-correlate-`''' calculates [[Statistics/Correlation|correlations]].

See also [[Stata/PwCorr|-pwcorr-]].

<<TableOfContents>>

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== Usage ==

To calculate the [[Statistics/Correlation|correlation]] matrix for some varlist, try:

{{{
corr varlist
matrix cor = r(C)
}}}

To calculate the [[Statistics/Covariance#Matrix|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 [[Stata/Weights|weights]], as it is not an estimation command.

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== See also ==

[[https://www.stata.com/manuals/rcorrelate.pdf|Stata manual for -correlate-]]



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CategoryRicottone