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st: RE: Correlation Coefficients

From   Ian Li <>
To   Statalist <>
Subject   st: RE: Correlation Coefficients
Date   Tue, 1 May 2012 00:42:41 +0000

Dear Statalist

I would like to ask for advice on the following issue. I estimated an OLS wage equation for four different time periods. I am particularly interested in whether the coefficients estimated on one set of variables are correlated across the four time periods. Would you be able to advise me on the appropriate test/Stata command to use? I was told that the Spearman test (-spearman-) will do what I want. But looking at the help file for -spearman- does not show how to conduct the Spearman test for regression estimates. It seems to be only for looking at the correlation between the variables itself. 

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