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help for svrcorr
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Correlations of variables for survey data, with with replication-based standard > errors

svrcorr [varlist] [if exp] [in range] [, pw obs sig print(#) star(#) bonferroni sidak

by ... : may be used with the above commands; see by.

Description

svrcorr displays the correlation matrix for varlist or, if varlist is not specified, for all variables in the data. Observations are excluded from the calculation due to missing values on a casewise basis, unless the pw option is specified.

Significance levels of the correlations are based on standard errors that are calculated using a series of user-supplied replication weights, by balanced repeated replication (BRR) or the survey jackknife (JK1, JK2, or JKn). This is an alternate method to the Taylor series linearization methods used by Stata's svy commands. See survwgt for details on the creation of weights and estimation of variances with replication.

Options

pw specifies that observations are to be excluded from the calculations on a pairwise basis. The default is casewise.

obs adds a line to each row of the matrix reporting the number of observations used in calculating the correlation coefficient.

sig adds a line to each row of the matrix reporting the significance level of each correlation coefficient.

print(#) specifies the significance level of correlation coefficients to be printed. Coefficients with larger significance levels are left blank. print(10) or print(.1) would list only coefficients significant at the 10% level or better.

star(#) specifies the significance level of coefficients to be starred. star(5) or star(.05) would star all coefficients significant at the 5% level or better.

bonferroni makes the Bonferroni adjustment to calculated significance levels. This affects printed significance levels and the print() and star() options. "pwcorr, print(.05) bonferroni" prints coefficients with Bonferroni-adjusted significance levels of .05 or less.

sidak makes the Sidak adjustment to calculated significance levels. This affects printed significance levels and the print() and star() options. "pwcorr, print(.05) sidak" prints coefficients with Sidak-adjusted significance levels of .05 or less.

Examples

{inp:. svrcorr dvcrate medage

. svrcorr mrgrate dvcrate medage, pw obs sig

Methods and formulae

See survwgt for details of the replication methods.

For calculation of variances and significances, the correlations are first transformed using Fisher's Z transformation, in order to normalize the distribution.

Saved Results

svrcorr saves in r() the following for the last-calculated correlation:

rho the estimated correlation coefficient N the number of observations p the p-level

Acknowledgements

These commands consists largely of the ado file code from official Stata's pwcorr command. I would like to thank Bobby Gutierrez at StataCorp for advice on implementation of BRR.

Author

Nick Winter Cornell University nw53@cornell.edu