Extends Stata's egen command to calculate Spearman's rank correlation coefficient
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README.md
_gscorr.ado

README.md

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/_).

Syntax

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)

Credit

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.