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  • Pearson Correlation Coefficient Test Statistic

    is there a way to get Stata to calculate the t-test statistic for the Pearson correlation coefficient (pwcorr) other than what is show below:

    Click image for larger version

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  • #2
    You didn't get a quick answer. You'll increase your chances of a helpful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex.

    I don't know of a better way. Obviously, you can do a local macro instead of display if you want to do something with the t after.

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    • #3
      Well, there's probably a more elegant way but you could just use the regress command. With only 1 right hand side variable the fully standardized regression coefficient is the same as the product moment correlation coefficient, and the t-statistic would be correct.

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      • #4
        Just to add to Brad's excellent advice, that way you can even compute "robust" standard errors for the correlation.

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