Dear All;
I am trying to calculate the correlation matrix for the residual from
an xtreg model of countries and years that also includes its
significance level. How do I do that? a hypothetical residual vector
looks like
year Country Residual
1990 C1 1
1991 C1 2
1992 C1 -3
1990 C2 -4
1991 C2 2
1992 C2 5
and I am trying to get the correlation matrix of residuals between C1
and C2, alongside their significance.
Many Thanks
amin
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