95% CI for the Correlation of Two Variables

[Carmen Esposito]

Hello!
I am new to using STATA, and am trying to solve a problem for my Statistics class. How can I use STATA to find the 95 CI for the correlation of two variables?

[Bruce Weaver]

Execute the command findit corrci to find and install Nick Cox's corrci program. Look for Stata Journal package pr0041_2.

[Joseph Coveney]

You can also bootstrap the statistic to get its confidence bounds.

sysuse auto
set seed 1420733
bootstrap rho = r(rho), reps(400) nowarn: correlate price mpg
estat bootstrap, all

Even if bootstrapping isn't covered in your class, it still would be beneficial to learn about it for future reference. For further information, at Stata's command line, type

help bootstrap