STATA 学习笔记：相关系数

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Mpeipeisu

最新推荐文章于 2024-08-08 18:53:59 发布

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STATA 学习笔记：相关系数

为什么要计算变量之间的相关系数？
检测变量之间的多重共线性

1. 散点图矩阵

help graph matrix
Description：
graph matrix draws scatterplot matrices

sysuse auto,clear
graph matrix price weight length mpg

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2. Pearson 相关系数

（1）corr var1 var2

Description

The correlate command displays the correlation matrix or covariance matrix for a group of variables. If varlist is not specified, the matrix is
displayed for all variables in the dataset.

pwcorr displays all the pairwise correlation coefficients between the variables in varlist or, if varlist is not specified, all the variables in the
dataset.

corr price weight length mpg

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（2）pwcorr var1 var2

pwcorr price weight length mpg
//Estimate all pairwise correlations

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pwcorr price weight length mpg,sig
//Add significance level to each entry

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pwcorr price weight length mpg,star(0.01)
//Add stars to correlations significant at the 1% level

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pwcorr 的缺陷在于，默认保留晓书丹后四位小数，且无法调整，不符合一般期刊的格式要求

3. Spearman 相关系数

sysuse auto,clear
spearman mpg rep78
//Two variables; output displayed in tabular form by default
spearman mpg rep78, matrix
//Two variables; output displayed in matrix form
spearman mpg price rep78, pw
//Use all nonmissing observations between a pair of variables
spearman mpg price rep78, pw star(0.05)
// Star all correlation coefficients significant at the 5% level or lower

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4. Pearson &Spearman 系数合并显示

命令 corsp varlist
Description

corsp displays a correlation matrix of the variables in varlist. By default, Pearson's correlation coefficients are shown in the lower triangle,
including the diagonal, while Spearman's rank correlations appear above the diagonal. Optionally, corsp calculates Kendall's tau.