program spearman2

syntax varlist(fv) [if] [in]

display `"`varlist'"'

quietly{

preserve

local nvars : word count `varlist'

tokenize `"`varlist'"'

egen _spearman2_ranky = rank(`1')

generate _spearman2_varname = " "

replace _spearman2_varname = "Y = "+"`1'" in 1

label variable _spearman2_varname "Variable"

generate _spearman2_rho2 = .

label variable _spearman2_rho2 "Adjusted rho^2"

generate _spearman2_N = .

label variable _spearman2_N "N"

generate _spearman2_r2 = .

label variable _spearman2_r2 "rho^2"

forvalues i=2/`nvars' {

display "``i''"

display "Got here"

if substr("``i''",1,2) == "i."{

quietly regress _spearman2_ranky ``i'' `if' `in'

}

else {

egen _rank_``i'' = rank(``i'')

quietly regress _spearman2_ranky _rank_``i'' c._rank_``i''#c._rank_``i'' `if' `in'

}

replace _spearman2_varname = "``i''" in `i'

local r2adj = (1 - (1 - e(r2)) * (e(N) - 1) / e(df_r))

replace _spearman2_rho2 = `r2adj' in `i'

replace _spearman2_N = e(N) in `i'

replace _spearman2_r2 = e(r2) in `i'

}

keep in 1/`nvars'

keep _spearman2_*

generate _spearman2_forsort = -1*_spearman2_rho2

sort _spearman2_forsort in 2/`=_N'

generate _spearman2_row = `=_N' - _n

}

tabdisp _spearman2_varname, cell(_spearman2_rho2 _spearman2_r2 _spearman2_N)

quietly egen _spearman2_plotaxis = axis(_spearman2_forsort), label(_spearman2_varname)

graph dot (asis) _spearman2_rho2 in 2/`=_N', ///

over(_spearman2_plotaxis) ///

title(Potential Predictive Power) ///

ytitle(Spearman's {&rho}{superscript:2} (adjusted))

restore

end