Correlation matix output in sureg

[Melody Brown]

Hi all,

I'm using sureg command to do analysis.

I want to export the correlation matrix in the end of the table to excel . Does anyone know how to do this?

Thanks a lot in advance!

[Fei Wang]

Melody, -sureg- saves the covariance matrix of residuals in e(Sigma). You may transform it into correlation matrix first and then export to Excel using -putexcel-. Note that the excel file will be created in your working directory.

sysuse auto, clear
sureg (price foreign mpg displ) (weight foreign length), corr

mat corr = corr(e(Sigma))

putexcel set corr.xlsx, sheet("corr") replace
putexcel A1 = matrix(corr), names

[Melody Brown]

Melody, -sureg- saves the covariance matrix of residuals in e(Sigma). You may transform it into correlation matrix first and then export to Excel using -putexcel-. Note that the excel file will be created in your working directory.

sysuse auto, clear
sureg (price foreign mpg displ) (weight foreign length), corr

mat corr = corr(e(Sigma))

putexcel set corr.xlsx, sheet("corr") replace
putexcel A1 = matrix(corr), names

Hi Fei,

Thanks a lot for the code. It works well for me

[ahmet yilmaz]

Hi dear STATA users,

I want to analyze a SUR model in 30 years with 10 countries 1 dependent variable and 5 independent variables in STATA (dep1 var1 var2 var3 var4 var5).
But I could not create the correlation matrix between countries (I mean correlatin between panel ID) .
How can I culculate Correlation Matrix ?
Can anyone help me with this?
Thank you for your help.