Object Reference : Object View and Procedure Reference : Group
  
 
cor
Compute covariances, correlations and other measures of association for the series in a group.
You may compute measures related to Pearson product-moment (ordinary) covariances and correlations, Spearman rank covariances, or Kendall’s tau along with test statistics for evaluating whether the correlations are equal to zero.
Syntax
group_name.cor(options) [keywords [@partial z1 z2 z3...]]
You should specify keywords indicating the statistics you wish to display from the list below, optionally followed by the keyword @partial and a list of conditioning series or groups (for the group view), or the name of a conditioning matrix (for the matrix view). In the matrix view setting, the columns of the matrix should contain the conditioning information, and the number or rows should match the original matrix.
You may specify keywords from one of the four sets (Pearson correlation, Spearman correlation, Kendall’s tau, Uncentered Pearson) corresponding the computational method you wish to employ. (You may not select keywords from more than one set.)
If you do not specify keywords, EViews will assume “corr” and compute the Pearson correlation matrix. Note that Group::cor is equivalent to the Group::cov command with a different default setting.
Pearson Correlation
 
cov
Product moment covariance.
corr
Product moment correlation.
sscp
Sums-of-squared cross-products.
stat
Test statistic (t-statistic) for evaluating whether the correlation is zero.
prob
Probability under the null for the test statistic.
cases
Number of cases.
obs
Number of observations.
wgts
Sum of the weights.
Spearman Rank Correlation
 
rcov
Spearman’s rank covariance.
rcorr
Spearman’s rank correlation.
rsscp
Sums-of-squared cross-products.
rstat
Test statistic (t-statistic) for evaluating whether the correlation is zero.
rprob
Probability under the null for the test statistic.
cases
Number of cases.
obs
Number of observations.
wgts
Sum of the weights.
Kendall’s tau
 
taub
Kendall’s tau-b.
taua
Kendall’s tau-a.
taucd
Kendall’s concordances and discordances.
taustat
Kendall’s score statistic for evaluating whether the Kendall’s tau-b measure is zero.
tauprob
Probability under the null for the score statistic.
cases
Number of cases.
obs
Number of observations.
wgts
Sum of the weights.
Uncentered Pearson
 
ucov
Product moment covariance.
ucorr
Product moment correlation.
usscp
Sums-of-squared cross-products.
ustat
Test statistic (t-statistic) for evaluating whether the correlation is zero.
uprob
Probability under the null for the test statistic.
cases
Number of cases.
obs
Number of observations.
wgts
Sum of the weights.
Note that cases, obs, and wgts are available for each of the methods.
Options
 
wgt=name (optional)
Name of series containing weights.
wgtmethod=arg (default = “sstdev”
Weighting method (when weights are specified using “weight=”): frequency (“freq”), inverse of variances (“var”), inverse of standard deviation (“stdev”), scaled inverse of variances (“svar”), scaled inverse of standard deviations (“sstdev”).
Only applicable for ordinary (Pearson) calculations. Weights specified by “wgt=” are frequency weights for rank correlation and Kendall’s tau calculations.
pairwise
Compute using pairwise deletion of observations with missing cases (pairwise samples).
df
Compute covariances with a degree-of-freedom correction to account for estimated means (for centered specifications), and any partial conditioning variables.
multi=arg (default=“none”)
Adjustment to p-values for multiple comparisons: none (“none”), Bonferroni (“bonferroni”), Dunn-Sidak (“dunn”).
outfmt=arg (default=“single”)
Output format: single table (“single”), multiple table (“mult”), list (“list”), spreadsheet (“sheet”). Note that “outfmt=sheet” is only applicable if you specify a single statistic keyword.
out=name
Basename for saving output. All results will be saved in Sym matrices named using keys (“COV”, “CORR”, “SSCP”, “TAUA”, “TAUB”, “CONC” (Kendall’s concurrences), “DISC” (Kendall’s discordances), “CASES”, “OBS”, “WGTS”) appended to the basename (e.g., the covariance specified by “out=my” is saved in the Sym matrix “MYCOV”).
prompt
Force the dialog to appear from within a program.
p
Print the result.
Examples
group grp1 height weight age
grp1.cor
displays a Pearson correlation matrix for the three series in GRP1.
grp1.cor corr stat prob
displays a table containing the Pearson correlation, t-statistic for testing for zero correlation, and associated p-value, for the series in GRP1.
grp1.cor(pairwise) taub taustat tauprob
computes the Kendall’s tau-b, score statistic, and p-value for the score statistic, using samples with pairwise missing value exclusion.
grp1.cor(out=aa) cov @partial gender
computes the Pearson covariance for the series in GRP1 conditional on GENDER and saves the results in the symmetric matrix object AACOV.
Cross-references
See also Group::cov. For simple forms of the calculation, see @cor, and @cov.