Pwcorr Stata P Value. Pwcorr variablea variableb in case one wants stata to produce p value statistically significance level one needs to add sig at the end of the command like shown below. If bonferroni is specified the adjusted significance level is p0 min 1 kp.
Lower and star 05 requests stata to display a star with each correlation that is significant at 05 or better. P 05 or 01 then the command is preceded by sig star 05 or 01. Pwcorr offers the option print p value which has the matrix only display values with a significance at or better than the one specified e g print 05.
The second line outputs correlation coefficients and p values only when their p values are less than 05.
If you also want stata to let you know whether your result is statistically significant at a particular level e g where p 05 you can set this p value by adding it to the end of the code e g 05 where p 05 or 01 where p 01 preceded by sig star e g sig star 05 which places a star next to the correlation score if your result is statistically significant at this level. The first command generates a correlation coefficient matrix with p values. The option p 1 tells stata to display only correlations with a significance level of 1 or better i e. The unadjusted significance level is calculated by pwcorr as p 2 ttail n 2 jˆbj p n 2 1 ˆb2 let vbe the number of variables specified so that k v v 1 2 correlation coefficients are to be estimated.
