右上Spearman左下Pearson相关系数矩阵

代码：

//修改部分

local        vlist "Y X1 X2"

local        expFile "Corr_Matrix.csv"

//不用修改部分

preserve

eststo clear

set more off

local upper

local lower `vlist'

expand 2, gen(version)

foreach v of local vlist {

    egen rank = rank(`v') if version == 1

    replace `v' = rank if version ==1

    drop rank

}

foreach v of local vlist {

   estpost correlate `v' `lower' if version == 0

   foreach m in b rho p count {

       matrix `m' = e(`m')

   }

   if "`upper'"!="" {

   estpost correlate `v' `upper' if version == 1

       foreach m in b rho p count {

           matrix `m' = e(`m'), `m'

       }

   }

   ereturn post b

   foreach m in rho p count {

       quietly estadd matrix `m' = `m'

   }

   eststo `v', title(`v')

   local lower: list lower - v

   local upper `upper' `v'

}

/* Export the matrix */

esttab using `expFile', nonumbers mtitles noobs not title("Correlations") star(* 0.1 ** 0.05 *** 0.01) replace

shellout using `expFile'

restore

参考来源：https://stackoverflow.com/questions/25211192/combined-pearson-spearman-rank-correlation-matrix-with-significance-stars-in-sta
https://www.titanwolf.org/Network/q/a9bdb93d-f4f6-45dd-9f89-41f9ef893f95/y
http://repec.org/bocode/e/estout/advanced.html#advanced908