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st: correlations in time in long format


From   gcruces@worldbank.org
To   statalist@hsphsun2.harvard.edu
Subject   st: correlations in time in long format
Date   Mon, 5 Aug 2002 16:03:03 -0400

Dear Statalisters,

I have a simple dataset with incomes and other variables in long form. I need to
compute the covariance between a variable in time 1 with a variable in time 2.
I know how to do this by transforming the dataset into a wide format, but I
would rather use the long form.
The dataset is something like this (note that y1 y2 a1 a2 are just the original
variable by period of time):


id   t    y    a    y1   y2   a1   a2
1    1    10   3    10   .    3    .
2    1    20   4    20   .    4    .
3    1    30   5    30   .    5    .
1    2    11   5    .    11   .    5
2    2    22   6    .    22   .    6
3    2    33   7    .    33   .    7

I need the correlation between, say, y1/a2 and y2/a1 by id. Collapsing the
dataset works fine (giving basically the wide form), but I thought there might
be a simple way of creating a new variable containing the information for each
id but from the other period of time, in my case for instance a variable like aa
that just inverts the order of the original a:
id   t    aa   a1   a2
1    1    5    3    .
2    1    6    4    .
3    1    7    5    .
1    2    3    .    5
2    2    4    .    6
3    2    5    .    7

I hope my question is clear enough. Thank you very much!


***************************
Guillermo Cruces


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