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RE: st: RE: Correlation Coefficients


From   Cameron McIntosh <cnm100@hotmail.com>
To   STATA LIST <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Correlation Coefficients
Date   Mon, 30 Apr 2012 22:14:10 -0400

Ian,
You would need to ask for the asymptotic variance-covariance matrix of your estimator. I think you would request something like "matlist e(V)".

Cam

> From: ianz.magic@hotmail.com
> To: statalist@hsphsun2.harvard.edu
> 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. 
> 
> Regards
> Ian
>  		 	   		  
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