SPEARMAN2: Stata module to calculate Spearman rank correlations, extended
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.
|Requires:||Stata version 8.0|
|Date of creation:||08 Jul 2005|
|Date of revision:|
|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.|
|Contact details of provider:|| Postal: |
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