Calculating statistical significance of correlations in multivariate models

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vmliserlux
Posts: 2
Joined: Mon Jan 10, 2022 12:26 pm

Calculating statistical significance of correlations in multivariate models

Post by vmliserlux »

Hello,

I am running a multivariate multilevel model with 2 outcomes. I am interested in checking if the correlations between the residual outcomes are significant. As per your example, I have used the following code to calculate the correlation at Level 2:
display [RP2]cov(cons_1\cons_2)/sqrt([RP2]var(cons_1)*[RP2]var(cons_2)

Can you advise on the code or command I can use to check if the correlation is statistically significant?

Many thanks,
Valerie
ChrisCharlton
Posts: 1348
Joined: Mon Oct 19, 2009 10:34 am

Re: Calculating statistical significance of correlations in multivariate models

Post by ChrisCharlton »

I asked George about this and his response was that you can use the nlcom command for this, i.e.:

Code: Select all

nlcom [RP2]cov(cons_1\cons_2)/sqrt([RP2]var(cons_1)*[RP2]var(cons_2)
vmliserlux
Posts: 2
Joined: Mon Jan 10, 2022 12:26 pm

Re: Calculating statistical significance of correlations in multivariate models

Post by vmliserlux »

Dear Chris, this works - thanks very much. Best regards, Valerie
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