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  • What does "star" option in pwcorr mean?

    Normally I used pwcorr to have a correlation matrix. And for such a command, we have a star option.

    From the description, they stated:

    The star option in the pwcorr command in Stata is used to display a star (*) next to correlation coefficients that are significant at a certain level. The level of significance is determined by the user and is specified as an argument in the star option. For example, pwcorr, star(.05) will star all correlation coefficients that are significant at the 5% level or better. The option is used to quickly identify which correlation coefficients are statistically significant and which are not.
    It is confused to me. What does it mean that correlation coefficients are statistically significant then?

  • #2
    The question is not clear to me. Are you asking for a definition of statistical significance?

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    • #3
      pwcorr performs a test of the hypothesis that the correlation equals zero and rejects that hypothesis at the chosen level of significance.
      ---------------------------------
      Maarten L. Buis
      University of Konstanz
      Department of history and sociology
      box 40
      78457 Konstanz
      Germany
      http://www.maartenbuis.nl
      ---------------------------------

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      • #4
        Originally posted by Maarten Buis View Post
        pwcorr performs a test of the hypothesis that the correlation equals zero and rejects that hypothesis at the chosen level of significance.
        Thank you, it is the answer I am looking for

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