Purpose: The purpose of this program is to display a matrix of squared correlation coefficients to help students to learn to interpret correlations.
Examples:
use https://stats.idre.ucla.edu/stat/stata/notes3/hsb2, clear
corr read write math science socst
(obs=200)
| read write math science socst
-------------+---------------------------------------------
read | 1.0000
write | 0.5968 1.0000
math | 0.6623 0.6174 1.0000
science | 0.6302 0.5704 0.6307 1.0000
socst | 0.6215 0.6048 0.5445 0.4651 1.0000
corrsq
Squared Correlation Coefficients
read write math science socst
read 1
write .35614217 1
math .43861496 .38124359 1
science .39709894 .32540366 .39782432 1
socst .3862427 .36577484 .2964588 .2163236 1
/* user entered correlation matrix */
matrix R = (1,.2,.6.2,1,.4.6,.4,1)
matrix list R
symmetric R[3,3]
c1 c2 c3
r1 1
r2 .2 1
r3 .6 .4 1
corrsq , matrix(R)
Squared Correlation Coefficients
c1 c2 c3
r1 1
r2 .04 1
r3 .36 .16 1