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5.1 Correlate - correlation measures

The command correlate is a tool for analyzing statistical correlations between variables. Values ranging from -1 to 1 are reported in a correlation matrix for the specified variables, where minus- and plus-values implicate negative and positive correlation respectively. The value 0 indicates no correlation. The closer to +/- 1, the stronger is the estimated correlation.

Syntax:

correlate <variable list> [if <condition>] [, <options>]

If no variable is specified, a correlation matrix for all variables in the dataset is presented.

The following options may be used to present alternative measures:

  • covariance Show covariance instead of correlation coefficient

  • pairwise Pairwise presentation

  • obs Show number of observations behind each correlation coefficient

  • sig Show significance value for each correlation coefficient

Examples: