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 should be installed from within Stata by typing "ssc install spearman2". Windows users should not attempt to download these files with a web browser. References:Add references at CitEc CitationsTrack citations by RSS feed