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RE: st: correlation, panel data


From   "Biljana Dlab" <dlab@isb.uzh.ch>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: correlation, panel data
Date   Wed, 13 Oct 2010 16:35:16 +0200

Hi,

I have panel data (sorted by firm and financial years).

Now I am trying to compute correlation between variables r_d and cf - I would like to have this correlation in a separate column in spread-sheet and that the correlation coefficient is written for all firm-year observations

With other words this is what I would like to get:

Firm year corr(between r_d&cf)
A	99	0.2
A	00	0.2
A	01	0.2
A	02	0.2
B	99	0.4
B	00	0.4
B	01	0.4


I tried like this:
.by gvkey_n: corr cf r_d  - but then I get whole listing in front of me of the correlation and not the column in the spread-sheet

If I try:
. by gvkey_n: egen d_corr = corr(cf r_d)
unrecognized command:  _gcorr
r(199);

Trying:
. ssc install egenmore
checking egenmore consistency and verifying not already installed...
file C:\DOCUME~1\dlab\LOCALS~1\Temp\ST_0100000g.tmp already exists
could not copy http://fmwww.bc.edu/repec/bocode/_/_grall.ado
(no action taken)
r(602);

Do you know the function how to get correlation in the column?


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis
Sent: 13 October 2010 16:26
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: correlation, panel data

--- On Wed, 13/10/10, Biljana Dlab wrote:

2) the -corr()- command inside -egen- is user-writen. It 
comes from -egenmore-, which can be downloaded by typing
-ssc install egenmore-. Posters are asked to explicitly
state where they downloaded user written programs as there
are often multiple versions floating around in cyber space,
and answers often depend on the version. 

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------




      

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