Stata Correlation P-values for Multiply Imputed Data

Question

I am running Pearson's correlations on multiply imputed data in Stata:

mi query

local M=10
scalar corr=0

mi xeq 1/`M' : correlate v1 v2 ; scalar corr = corr + atanh(r(rho))
scalar corr = tanh(corr/`M')

di as txt "Correlation using Fisher's z over imputed data = " as res corr

The above code works well, except it does not produce p-values for each coefficient.

Is there a way to include p-values?

Answer 1

You can obtain correlation coefficients with p-values by using pwcorr with the option sig:

. sysuse auto, clear
(1978 Automobile Data)

. pwcorr price mpg  length displacement headroom, sig

             |    price      mpg   length displa~t headroom
-------------+---------------------------------------------
       price |   1.0000 
             |
             |
         mpg |  -0.4686   1.0000 
             |   0.0000
             |
      length |   0.4318  -0.7958   1.0000 
             |   0.0001   0.0000
             |
displacement |   0.4949  -0.7056   0.8351   1.0000 
             |   0.0000   0.0000   0.0000
             |
    headroom |   0.1145  -0.4138   0.5163   0.4745   1.0000 
             |   0.3313   0.0002   0.0000   0.0000
             |

See help pwcorr for more information.