*! spearman2 1.0.0 CFBaum 26jun2005 modified from official spearman.ado
*! version 4.2.1 24mar2005
* 1.0.0 : 26jun2005 Calculate and return t, se, df of test
program define spearman2, rclass byable(recall)
version 8, missing
syntax [varlist(min=2)] [if] [in] [, /*
*/stats(str) Bonferroni Print(numlist min=1 max=1) SIDak /*
*/ STar(numlist min=1 max=1) pw MATrix]
tempvar touse
mark `touse' `if' `in' /* but do not markout varlist */
tokenize `varlist'
local i 1
while "``i''" != "" {
capture confirm str var ``i''
if _rc==0 {
di in gr "(``i'' ignored because string variable)"
local `i' " "
}
local i = `i' + 1
}
local varlist `*'
if "`pw'"=="" | "`pw'"=="nopw" {
markout `touse' `varlist'
}
tokenize `varlist'
local nvar : word count `varlist'
if `nvar' < 2 {
error 102
}
local adj 1
if "`bonferr'"!="" | "`sidak'"!="" {
if "`bonferr'"!="" & "`sidak'"!="" {
di in red "only one of bonferroni and sidak" /*
*/" can be specified"
exit 198
}
local nrho=(`nvar'*(`nvar'-1))/2
if "`bonferr'"!="" {
local adj `nrho'
}
}
if "`star'" != "" {
if (`star' <=0 | `star' >= 1) {
di as error "star() must be between 0 and 1"
exit 198
}
}
else {
local star = -1 /* pvalue never < 0, so no stars */
}
if "`print'" != "" {
if (`print' <= 0 | `print' >= 1) {
di as error "print() must be between 0 and 1"
exit 198
}
}
else {
local print = -1
}
local nopt=wordcount("`stats'")
if `nopt'==0 {
local rho="rho"
}
else {
forvalues i = 1(1)`nopt' {
local str=word("`stats'", `i')
if "`str'"=="rho" {
local rho="rho"
}
else if "`str'"=="obs" {
local obs="obs"
}
else if "`str'"=="p" {
local p="p"
}
else {
di as error in smcl /*
*/ "{opt stats()} may contain one or more of {opt rho}, {opt obs}, and {opt p}"
exit 198
}
}
}
if (`nvar'<=2 & "`matrix'"=="" ) {
spearman2Alt `1' `2' if `touse'
ret scalar p = r(p)
ret scalar rho = r(rho)
ret scalar N = r(N)
ret scalar rhodf = r(rhodf)
ret scalar rhose = r(rhose)
ret scalar rhot = r(rhot)
}
else {
/*output the the number of observations */
tempvar obsmiss
qui egen `obsmiss'=rowmiss(`varlist') if `touse'
qui sum `obsmiss' if `touse'
if ("`pw'"=="pw" & r(max)>0) {
if ( "`obs'"!="obs" ) {
di in smcl in gr "(obs=varies)"
}
}
else {
if ("`obs'"!="obs") {
qui sum `1' if `touse'
di in gr "(obs=`r(N)')"
}
}
/*produce a key*/
if !(`nopt'<=1 & "`rho'"=="rho") {
di in smcl in gr _n "{c TLC }{hline 17}{c TRC}" _c
di in smcl in gr _n "{c |}" _skip(2) "Key" _column(19)/*
*/ "{c |}" _c
di in smcl in gr _n "{c LT }{hline 17}{c RT}" _c
if "`rho'"=="rho" {
di in smcl in gr _n "{c |}" _skip(2) /*
*/ "{it: rho}" _column(19) "{c |}" _c
}
if "`obs'"=="obs" {
di in smcl in gr _n "{c |}" _skip(2) /*
*/ "{it: Number of obs}" _column(19) "{c |}" _c
}
if "`p'"=="p" {
di in smcl in gr _n "{c |}" _skip(2) /*
*/ "{it: Sig. level}" _column(19) "{c |}" _c
}
di in smcl in gr _n "{c BLC }{hline 17}{c BRC}"
}
tempname Nobs Rho P
foreach ib in `Nobs' `Rho' `P' {
mat `ib'=J(`nvar', `nvar', 0)
mat colnames `ib' = `varlist'
mat rownames `ib' = `varlist'
}
local start=int((c(linesize)-15)/9)-1
local j0 1
while (`j0'<=`nvar') {
di
local j1=min(`j0'+`start',`nvar')
local j `j0'
di in smcl in gr _skip(13) "{c |}" _c
while (`j'<=`j1') {
di in gr %9s abbrev("``j''",8) _c
local j=`j'+1
}
local l=9*(`j1'-`j0'+1)
di in smcl in gr _n "{hline 13}{c +}{hline `l'}"
local i `j0'
while `i'<=`nvar' {
di in smcl in gr %12s abbrev("``i''",12) /*
*/ " {c |} " _c
local j `j0'
while (`j'<=min(`j1',`i')) {
quietly{
tempvar mi mj
egen `mi'=rank(``i'') if `touse'
egen `mj'=rank(``j'') if `touse'
}
cap corr `mi' `mj' if `touse'
if _rc == 2000 {
local c`j' = .
}
else {
local c`j'=r(rho)
}
local n`j'=r(N)
if (`c`j''==1) {
local p`j'=0
}
else {
local p`j'=min(2*`adj'*/*
*/ ttail(r(N)-2,/*
*/ abs(r(rho))*sqrt(r(N)-2)/ /*
*/ sqrt(1-r(rho)^2)),1)
}
if "`sidak'"!="" {
local p`j'=min(1,1-(1-`p`j'')/*
*/ ^`nrho')
}
mat `Nobs'[`i', `j']=`n`j''
mat `Nobs'[`j', `i']=`n`j''
mat `Rho'[`i', `j']=`c`j''
mat `Rho'[`j', `i']=`c`j''
mat `P'[`i', `j']=`p`j''
mat `P'[`j', `i']=`p`j''
if `i'==`nvar' & `j'==`nvar'-1 {
return scalar p=`p`j''
return scalar rho=r(rho)
return scalar N= r(N)
/* Double saves */
global S_1 = `return(N)'
global S_4 = `return(rho)'
global S_6 = `return(p)'
}
local j=`j'+1
}
/* output */
if ("`rho'"=="rho"){
local j `j0'
while (`j'<=min(`j1',`i')) {
if `p`j''<=`star' & `i'!=`j' {
local ast "*"
}
else local ast " "
if `p`j''<=`print' |/*
*/ `print'==-1/*
*/ |`i'==`j' {
di " " %7.4f `c`j''/*
*/ "`ast'" _c
}
else di _skip(9) _c
local j=`j'+1
}
di
}
if "`obs'"=="obs" {
if ("`rho'"=="rho") {
di in smcl in gr _skip(13)/*
*/ "{c |} " _c
}
local j `j0'
while (`j'<=min(`j1',`i')) {
if `p`j''<=`print'|/*
*/`print'==-1 /*
*/ |`i'==`j'{
di " " %7.0g /*
*/ `n`j'' " " _c
}
else di _skip(9) _c
local j=`j'+1
}
di
}
if "`p'"=="p" {
if ("`rho'"=="rho" | "`obs'"=="obs"){
di in smcl in gr _skip(13)/*
*/ "{c |} " _c
}
local j `j0'
while (`j'<=min(`j1',`i'-1)) {
if `p`j''<=`print'|/*
*/ `print'==-1{
di " " %7.4f `p`j''/*
*/ " " _c
}
else di _skip(9) _c
local j=`j'+1
}
di
}
local i=`i'+1
if (`nopt'>1) {
di in smcl in gr _skip(13) "{c |}"
}
}
local j0=`j0'+`start'+1
}
ret matrix P `P'
ret matrix Rho `Rho'
ret matrix Nobs `Nobs'
}
end
program define spearman2Alt, rclass
version 8, missing
syntax varlist(min=2 max=2) [if] [in]
marksample touse
tokenize `varlist'
tempname N pval rho rhose rhodf tval
tempvar r1 r2
quietly {
egen `r1' = rank(`1') if `touse'
egen `r2' = rank(`2') if `touse'
corr `r1' `r2' if `touse'
scalar `N' = r(N)
scalar `rho' = r(rho)
if (`rho' == 1) {
scalar `pval' = 0
scalar `rhose' = 0
scalar `rhodf' = `N'-2
}
else {
scalar `pval' = 2*ttail(`N'-2, abs(`rho')*sqrt((`N'-2)/ /*
*/ (1-`rho'^2)))
scalar `tval' = abs(`rho')*sqrt((`N'-2)/ /*
*/ (1-`rho'^2))
scalar `rhose' = abs(`rho')/`tval'
scalar `rhodf' = `N'-2
}
}
/* Print results */
#delimit ;
di _n
in gr " Number of obs = " in ye %7.0f `N' _n
in gr " Spearman's rho = " in ye %12.4f `rho' " (" in ye %8.4f `rhose' " )" _n(2)
in gr " Test of Ho: " abbrev("`1'",20) " and "
abbrev("`2'",20) " are independent" _n
in gr " t(" in ye %5.0f `rhodf' " ) = " in ye %12.4f `tval' _n
in gr " Prob > |t| = " in ye %12.4f `pval' ;
#delimit cr
ret scalar N = `N'
ret scalar rho = `rho'
ret scalar p = `pval'
ret scalar rhodf = `rhodf'
ret scalar rhose = `rhose'
ret scalar rhot = `tval'
/* Double saves */
global S_1 = `return(N)'
global S_4 = `return(rho)'
global S_6 = `return(p)'
end