Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: One-sided test on difference between correlation coefficients


From   Michael Boehm <michael.boehm1@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: One-sided test on difference between correlation coefficients
Date   Sun, 31 Jul 2011 10:33:59 +0200

Thanks Austin,

Good idea, I will try that out.

Michael

On Sat, Jul 30, 2011 at 5:26 PM, Austin Nichols <austinnichols@gmail.com> wrote:
> Michael Boehm <michael.boehm1@gmail.com>:
> Note that GDP, not the unemployment rate, is the usual definition of
> "cyclical" (the unemployment rate might peak a year or more after a
> trough in GDP), not that I advocate using GDP. But why not use
> regression instead of correlation?
>
> ren acadnewjobs_res a
> ren nonacadnewjobs_res n
> glm a unem, link(log)
> est sto r1
> glm n unem, link(log)
> est sto r2
> suest r1 r2
> test [r1_a]unem==[r2_n]unem
>
> Now you can also put other predictors on the right hand side.  You
> might also use state-specific unemployment rates and job offer counts,
> and cluster by state to allow for serial correlation.
>
> On Sat, Jul 30, 2011 at 11:09 AM, Michael Boehm
> <michael.boehm1@gmail.com> wrote:
>> Dear all,
>>
>> My coauthor and I are looking at the correlation between the
>> unemployment rate and the number of academic and non-academic job
>> offers in the American Economic Association's "Job Offers for
>> Economists" publication. We are computing correlations of the kind:
>>
>> pwcorr acadnewjobs_res nonacadnewjobs_res unem, sig obs
>>
>>                     | acadn~es nonaca..     unem
>> -------------+---------------------------
>> acadnewjo~es |   1.0000
>>                     |
>>                     |       274
>>                     |
>> nonacadne~es |   0.4460   1.0000
>>                     |   0.0000
>>                     |        273       273
>>                     |
>>            unem |  -0.1222  -0.2580   1.0000
>>                     |   0.0432   0.0000
>>                     |        274       273       409
>>
>> Where unem is the unemployment rate and acadnewjobs_res and
>> nonacadnewjobs_res the seasonally adjusted number of academic and
>> non-academic new jobs, respectively, in a given month. We would like
>> to test whether the former are less cyclical than the latter, i.e.
>> whether the pwcorr(acadnewjobs_res,unem) <
>> pwcorr(nonacadnewjobs_res,unem). Does any of you have an idea how to
>> nicely do this in Stata?
>>
>> Thanks,
>> Michael
>
> *
> *   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index