Spearman's rank correlation
Description
spearman2 performs the same functions as Stata's original spearman with one exception. If a varlist of two variables is given, spearman produces a test of the hypothesis of a zero rank correlation, and provides a p-value for that test. It does not display the test statistic. In contrast, spearman2 calculates and displays the standard error of the coefficient, and displays the t-statistic for the test as well as its degrees of freedom. These items are returned as r(rhose), r(rhot), r(rhodf) respectively.
Author
Christopher F. Baum (baum@bc.edu), Boston College
Acknowledgements
spearman2 is based on official Stata's spearman, version 4.2.1.
Also see help for spearman