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st: RE: partial correlation Spearman


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: partial correlation Spearman
Date   Wed, 14 Jul 2004 09:52:43 +0100

I would guess that the easiest way to 
get at this is as partial correlations 
calculated from the ranks of the variables, 
given that Spearman(y,x) = Pearson(rank(y), rank(x)), 
using non-standard but I hope transparent 
notation. 

However, that still leaves unsolved the 
whole question -- if it is interesting to 
you -- of attaching a P-value that respects
the panel structure of your data, and particularly 
its time dependence. For that and other reasons, 
partial correlation is likely to prove a dead 
end for you, and a regression-based approach 
may be more fruitful. 

Nick 
[email protected] 

Martial Foucault 

> I wish to calculate some partial rank correlation coefficient 
> after have
> calculated Spearman rank correlation coef.
> But I did not found on Stata 8 the corresponding command. 
> Many thanks a
> lot for your help. My data set is cross section pooled data.

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