In Stata, how do I get the p-values for correlation coefficients?
In Stata, you can use either the .correlate or
.pwcorr command to compute correlation coefficients. The
following examples produce identical correlation coefficient matrices
for the variables income, gnp, and
interest:
The .correlate command produces a correlation coefficient
matrix and a variance-covariance matrix using the
covariance option, but it does not give p-values for
correlation coefficients, for example,
In contrast, the .pwcorr command generates a correlation
coefficient matrix with p-values using the sig option, but
it does not give a variance-covariance matrix. Consider the following
examples for obtaining correlation coefficients and their p-values:
The first command above generates a correlation coefficient matrix
with p-values. The second line outputs correlation coefficients and
p-values only when their p-values are less than .05; that is, the
coefficients with greater than the .05 significance level are left
blank. The print(.05) specifies the significance level of
coefficients to be suppressed. The third command generates correlation
coefficients and p-values, and places an asterisk
( * ) next to the coefficients only when the
p-value is .05 or lower. The star(.05) option requests
that an asterisk be printed for correlation coefficients with p-values
of .05 or lower.
For more about statistical and mathematical software, email the UITS Stat/Math Center, visit the center's web page, or phone 812-855-4724 (IUB) or 317-278-4740 (IUPUI). The center is located in Bloomington at 410 N. Park Avenue, and is open for consultation by appointment Monday-Friday 9am-5pm.
Last modified on March 24, 2011.
