Export covariance matrix using esttab : Is it really impossible?

[Joro Kolev]

On this thread here we figured out how to export a covariance matrix to Excel using -putexcel- : https://www.statalist.org/forums/for...atrix-to-excel

However I like using Ben Jann's -esttab- for its superior formatting abilities.

Unfortunately it seems that it is not possible to export a covariance matrix using -esttab-.

Ben Jann might consider extending his command -estpost correlate- to accommodate the export of covariance matrices.

So when I export correlation matrix, everything works fine:

. sysuse auto, clear
(1978 Automobile Data)

.  correlate price mpg headroom
(obs=74)

             |    price      mpg headroom
-------------+---------------------------
       price |   1.0000
         mpg |  -0.4686   1.0000
    headroom |   0.1145  -0.4138   1.0000


. qui estpost correlate price mpg headroom, matrix

. eststo correlations

. esttab correlations using TEMPcorrelations.csv, unstack compress b(2)
(output written to TEMPcorrelations.csv)

But when I try to export my covariance matrix, computer says no:

.  correlate price mpg headroom, cov
(obs=74)

             |    price      mpg headroom
-------------+---------------------------
       price |  8.7e+06
         mpg | -7996.28   33.472
    headroom |  285.721 -2.02536  .715707


. qui estpost correlate price mpg headroom, matrix cov
option cov not allowed
r(198);

Reading the help file of -estpost correlate- indeed it turns out that the option cov is not allowed. But then how do we export covariance matrices?

[FernandoRios]

There is nothing impossible about it. One just needs the right command:

correlate price mpg headroom, cov
esttab r(C)

---------------------------------------------------
                     r(C)                          
                    price          mpg     headroom
---------------------------------------------------
price             8699526    -7996.283     285.7209
mpg             -7996.283     33.47205    -2.025361
headroom         285.7209    -2.025361     .7157071
---------------------------------------------------

[Ben Jann]

Maybe the following helps:

. sysuse auto, clear
(1978 Automobile Data)

. correlate price mpg headroom, cov
(obs=74)

             |    price      mpg headroom
-------------+---------------------------
       price |  8.7e+06
         mpg | -7996.28   33.472
    headroom |  285.721 -2.02536  .715707


. matrix C = r(C)

. esttab matrix(C)

---------------------------------------------------
                        C                          
                    price          mpg     headroom
---------------------------------------------------
price             8699526    -7996.283     285.7209
mpg             -7996.283     33.47205    -2.025361
headroom         285.7209    -2.025361     .7157071
---------------------------------------------------

ben

[Ben Jann]

sorry, did not see the post by Fernando.

[Joro Kolev]

Thank you Ben, thank you Fernando.

The syntax you propose did come to me as a possibility, and I had the feeling that I had exported matrices like this before. (But I did not find help file about this, and I did not look enough. Now I see that this is documented here http://repec.org/bocode/e/estout/advanced.html)

In an interesting quirk of Stata 15.1 and below, all my guesses did not work, and in fact Fernando's syntax does not work either:

. sysuse auto
(1978 Automobile Data)

. correlate price mpg headroom, cov
(obs=74)

             |    price      mpg headroom
-------------+---------------------------
       price |  8.7e+06
         mpg | -7996.28   33.472
    headroom |  285.721 -2.02536  .715707


. esttab r(C) using TEMPcov.cvs
matrix r(C) not found
r(111);

. esttab matrix(r(C)) using TEMPcov.cvs
( invalid name
r(198);

. matrix C = r(C)

. esttab matrix(C) using TEMPcov.cvs
(output written to TEMPcov.cvs)