SPEARMAN2: Stata module to calculate Spearman rank correlations, extended

Christopher Baum ()

Statistical Software Components from Boston College Department of Economics

Abstract: 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.

Language: Stata
Requires: Stata version 8.0
Keywords: Spearman; rank correlation (search for similar items in EconPapers)
Date: 2005-07-08
Note: This module may be installed from within Stata by typing "ssc install spearman2". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/spearman2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spearman2.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s454301

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