PWCORRF: Stata module to compute pairwise correlations efficiently, with builtin reshape functionality

Jesse Wursten

Statistical Software Components from Boston College Department of Economics

Abstract: pwcorrf uses mata code to calculate pairwise correlations significantly faster than the original pwcorr command (10x faster is not uncommon). It has two additional features. First, it will return the matrix of joint observation counts for all pairs. Second, the “reshape” option allows you to calculate correlations across panel units, without having to use the slow Stata reshape command.

Language: Stata
Requires: Stata version 10
Keywords: correlation; pairwise correlation; reshape (search for similar items in EconPapers)
Date: 2016-07-21
Note: This module should be installed from within Stata by typing "ssc install pwcorrf". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/p/pwcorrf.ado help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pwcorrf.sthlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458206

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().