Extends Stata's egen command to calculate Spearman's rank correlation coefficient
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egen scorr()

This small program extends the egen command in Stata. It calculates the Spearman's rank correlation coefficient between two variables using the egen command and stores it in a new variable. This is most useful when combined with the by: or bysort: syntax.

To Install

Place the _gscorr.ado file in your user ado directory (e.g, ~/Library/Application Support/Stata/plus/ado/_).


To generate a new variable called varname that stores the Spearman's Rank correlation coefficient between two variables use:

egen newvar = scorr(existingvar1 existingvar2)

You can optionally—and perhaps most usefully—combine this command with the by: or bysort: syntax:

by A: B = scorr(existingvar1 existingvar2)
bysort A: B = scorr(existingvar1 existingvar2)


This extension is a minimally modified version of a program posted by Nicholas Winter on the Stata mailinglist on July 10, 2002.

Last modified: July 2015.