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st: correlations panel data


From   "paula garcia" <paulagarciag@latinmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: correlations panel data
Date   Tue, 15 Jun 2004 21:50:18 +0200 (CEST)

Dear statalist,

I need to calculate the correlation matrix among the X variables in my panel dataset and also if these correlations are significant or not. I know there a lot of possibilities in time series or cross-section, but not for panel data (unless mvcorr, but I don't want a moving window). I could do the following:


xtreg x1 x2, re
local bx = _b[x2]
xtreg  x2 x1, re
local by = _b[x1]
local r = (`bx'*`by')^0.5 
macro list _r 


However, I have 20 variables, so proceeding this way could be very long What is more, this doesn't give me information on the significance. 

What could I do?

Thanks a lot for your help in advance.

Best,
Paula Garcia

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