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From |
"Christian Winzer" <christian.winzer@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: AW: correlation between time-series of panel data |

Date |
Wed, 23 Sep 2009 10:57:13 +0100 |

That was quick - thank you very much! Judge Business School University of Cambridge Trumpington Street Cambridge CB2 1AG, UK m: +44 7503 714974 f: +44 1223 339701 e: cw420@cam.ac.uk w: www.eprg.group.cam.ac.uk > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- > statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss > Sent: 23 September 2009 10:26 > To: statalist@hsphsun2.harvard.edu > Subject: st: AW: correlation between time-series of panel data > > > <> > > > > ************* > clear* > > > inp str1 Category timestep value > A 1 5 > A 2 6 > A 3 7 > B 1 8 > B 2 8 > B 3 10 > end > > compress > > reshape wide value, i(timestep) j(Category) string > list, noobs > ************* > > > > HTH > Martin > > -----Ursprüngliche Nachricht----- > Von: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Christian > Winzer > Gesendet: Mittwoch, 23. September 2009 11:21 > An: statalist@hsphsun2.harvard.edu > Betreff: st: correlation between time-series of panel data > > Hello, > I have spent the past day searching (the archive, faqs, the web) but > haven't > found a way to calculate the correlation coefficients between time- > series > belonging to different categories in a panel data set. > > The data has the format: > > Category timestep value > A 1 5 > A 2 6 > A 3 7 > B 1 8 > B 2 8 > B 3 10 > > > In this example I would thus calculate the correlation between the > timeseries of 'value' for category A and category B. > So one option would be to change the data format to the following: > > timestep valueA valueB > 1 5 8 > 2 6 8 > 3 7 10 > > Then the standard correlate valueA valueB works. > Unfortunately I don't know how to do that transformation. > > I have thus tried the following direct solutions, but without success: > 1) correlate value, by(category) -> 'option by() not allowed' > 2) by category: correlate value -> only produces correlation of 'value' > within each category (=1), instead of across categories A and B > 3) statsby, by(category): -> 'no; data in memory would be lost' > > Thank you very much for your help, > > Christian > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: correlation between time-series of panel data***From:*"Christian Winzer" <christian.winzer@gmx.de>

**st: AW: correlation between time-series of panel data***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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