Correlations

[Mixami Peroli]

Hi people,

For my Master's thesis, I need to include a correlation matrix table including the correlations between the variables in my main regressions.
I also have to include the significance of those correlations.

When I go for summary statistics, I see different options for correlations.

I just need the "simple" correlations between the dependent, independent, and control variables of my regression. What sort of correlation should I let STATA compute? Are there differences?

Best,
Mixa

[Carlo Lazzaro]

Mixami:
you can easily get what you're after just typing

estat vce, corr

after -regress-.

[Mixami Peroli]

Hi Carlo,

Thank you!

However, I do need the significance levels for the correlations...

[Carlo Lazzaro]

Mixami:
I do not think that you can have the significance of the coefficient correlation from -estat vce, corr-.
Probably the only ferasible approach is to calculate it by hand.
Conversely, if you need the significance of the variable correlation, you can take a look at -help ktau-.

[Marcos Almeida]

Please check whether this command can do the trick you wish:

. sysuse auto
 
. regress mpg price headroom displacement foreign

      Source |       SS           df       MS      Number of obs   =        74
-------------+----------------------------------   F(4, 69)        =     19.50
       Model |   1296.6577         4  324.164425   Prob > F        =    0.0000
    Residual |  1146.80176        69  16.6203154   R-squared       =    0.5307
-------------+----------------------------------   Adj R-squared   =    0.5035
       Total |  2443.45946        73  33.4720474   Root MSE        =    4.0768

------------------------------------------------------------------------------
         mpg |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       price |  -.0003979   .0002207    -1.80   0.076    -.0008382    .0000423
    headroom |  -.9113702   .6515178    -1.40   0.166    -2.211113    .3883722
displacement |  -.0321926   .0096471    -3.34   0.001     -.051438   -.0129472
     foreign |   .6346428   1.537254     0.41   0.681    -2.432096    3.701381
       _cons |   32.64149    2.14492    15.22   0.000     28.36249    36.92049
------------------------------------------------------------------------------

. pwcorr mpg price headroom displacement foreign, sig

             |      mpg    price headroom displa~t  foreign
-------------+---------------------------------------------
         mpg |   1.0000 
             |
             |
       price |  -0.4686   1.0000 
             |   0.0000
             |
    headroom |  -0.4138   0.1145   1.0000 
             |   0.0002   0.3313
             |
displacement |  -0.7056   0.4949   0.4745   1.0000 
             |   0.0000   0.0000   0.0000
             |
     foreign |   0.3934   0.0487  -0.2939  -0.6138   1.0000 
             |   0.0005   0.6802   0.0110   0.0000

[Mixami Peroli]

Hi Marcos,

Thanks! It works indeed.