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st: RE: RE: P-value not saved after -corr-?


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: P-value not saved after -corr-?
Date   Fri, 28 Sep 2007 19:23:54 +0100

Another issue affecting P-values is any 
serial or cluster dependence. This is 
likely to be serious for panel data. 
In other words the P-values from any 
procedure that ignores dependence
structure will be way off. 

Nick 
n.j.cox@durham.ac.uk 

Nick Cox
 
> First off, consider -pwcorr-. 

[ snip ] 
> 
> Nick 
> n.j.cox@durham.ac.uk 
> 
> Michael Lemay
>  
> > I created this dataset of correlations using the following syntax:
> > 
> > foreach x in multi lit alarmr interr secr porchr signr bganyr gphysr
> > betph vand {
> > quietly: corr `x' i_ok if (country==11 | country==18 | country==19)
> > local all "`r(rho)'"
> > quietly: corr `x' i_ok if country==11
> > local gr "`r(rho)'"
> > quietly: corr `x' i_ok if country==18
> > local pt "`r(rho)'"
> > quietly: corr `x' i_ok if country==19
> > local pl "`r(rho)'"
> > post asa_corrtab ("`x'") (`all') (`gr') (`pt') (`pl')
> > }
> > 
> > It works fine for my purpose except that I would like to add the
> > p-value for each correlations to the dataset.  I thought it would be
> > fairly easy to do.  However, -corr- does not save the 
> p-value, unlike
> > other commands such as -tab-.  How would I go about accessing the
> > p-value with -corr-?

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