加载中…利用STATA的pwcorr_a命令计算相关系数
(2016-03-12 21:02:12)
pwcorr_a Z PNUM PRATIO PDUM LEV AUD GROW H5 SIZE
ROE PLU RISK RET, star1(0.01) star5(0.05) star10(0.1)
if
(`p`j''<=`star1'&`i'!=`j'){
local ast "***"
}
else if
(`p`j''>`star1'&`p`j''<=`star5'&`i'!=`j'){
local ast "** "
}
else if
(`p`j''>`star5'&`p`j''<=`star10'&`i'!=`j'){
local ast "* "
}
di _col(1)
%7.3f `c`j'' "`ast'" _col(2) _c
当然前提是安装上PWCORR_a命令，复制到命令栏里安装上即可：
*! version 3.0.8 13sep2000
* Modified by Arlion, 2005.7.12
* To add star at 1% , 5% , 10% significant levels
program define pwcorr_a, byable(recall)
version 6
syntax [varlist(min=2)] [if] [in] [aw fw] [, Bonferroni Obs
Print(real -1) SIDak SIG star1(real 0.01) star5(real 0.05)
star10(real 0.1) ]
tempvar touse
mark `touse' `if' `in'
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 `*'
tokenize `varlist'
local nvar : word count `varlist'
if `nvar' < 2 { error 102 }
local weight "[`weight'`exp']"
local nvar : word count `varlist'
local adj 1
if "`bonferr'"!="" | "`sidak'"!="" {
if "`bonferr'"!="" & "`sidak'"!="" { error 198 }
local nrho=(`nvar'*(`nvar'-1))/2
if "`bonferr'"!="" { local adj `nrho' }
}
if (`print'>=1) {
local print = `print'/100
if `print'>=1 {
di in red "print() out of range"
exit 198
}
}
local j0 1
while (`j0'<=`nvar') {
di
local j1=min(`j0'+6,`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 s abbrev("``i''",12) " {c |} " _c
local j `j0'
while (`j'<=min(`j1',`i')) {
cap corr ``i'' ``j'' if `touse' `weight'
if _rc == 2000 {
local c`j' = .
}
else {
local c`j'=r(rho)
}
local n`j'=r(N)
local p`j'=min(`adj'*tprob(r(N)-2, r(rho)*sqrt(r(N)-2)/
sqrt(1-r(rho)^2)),1)
if "`sidak'"!="" {
local p`j'=min(1,1-(1-`p`j'')^`nrho')
}
local j=`j'+1
}
local j `j0'
*************************************************
//Modifying begin ,by Arlion
while (`j'<=min(`j1',`i')) {
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
}
// Modifying end, by Arlion
***************************************************
di
if "`sig'"!="" {
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
}
if "`obs'"!="" {
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 "`obs'"!="" | "`sig'"!="" {
di in smcl in gr _skip(13) "{c |}"
}
local i=`i'+1
}
local j0=`j0'+7
}
end
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