相關
皮爾遜相關加顯著性
pwcorr a1 a2,sig star(0.01)
為避免多重比較謬誤
(multiple comparison fallacy)
講多重比較納入考慮,
pwcorr y x1 x2 x3 x4,sidak sig star(.05)
#括号内顯著性可自行調整為0.1, 0.05, 0.01
spearman 等級相關
spearman a1 a2
kendall cixuxiangguan
ktau a1 a2
協方差
correlation z1 z2 z3 z4,covariance
回歸後鍵入一下指令估計系數之間的相關矩陣,診斷多元共線性
correlation, _coef covriance
若要顯示系數的方差協方差矩陣
correlation,_coef covriance
散點圖矩陣
graph z1 z2 z3 z4,half msymbol(+) maxis(ylabel(none) xlabel(none))
删除缺失值
!missing
做時滞或者提前
做時滞
gen n = _n
tsset n
gen lx = L.x
gen l2x = L2.x
做提前
gen n = _n
tsset n
gen fx = F.x
gen f2x = F2.x