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From |
Nick Cox <njcoxstata@gmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: Variable equal to correlations per period & per agent |

Date |
Mon, 27 May 2013 21:03:28 +0100 |

-egenmore- (SSC) has a -corr()- function written by Nick Winter. P-values? Those are pretty hard to calculate without factoring in the dependence structure in your panels. You could assume independence and fire up -atanh()- but you be deluding yourself that they could be trusted. Nick njcoxstata@gmail.com On 27 May 2013 20:58, Miguel Angel Duran Munoz <maduran@uma.es> wrote: > Hi, Statalisters. I have a few files with panel data structure. In each of > these files I have two variables, say x and y. > > For each of those files I want to generate, first, a variable that is > equal to the correlation coefficient between x and y per period (and > another variable that is equal to the p-values of the coefficients). > > Second, a variable that is equal to the correlation coefficient between x > and y per agent (and another one that is equal to the p-values of the > coefficients). > > Does anyone know whether there is a shortcut to do this so that I do not > have to generate those two variables manually? Thanks in advance. > > Miguel. > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Using capture drop***From:*Michael Stewart <michaelstewartresearch@gmail.com>

**Re: st: Using capture drop***From:*Nick Cox <njcoxstata@gmail.com>

**st: Variable equal to correlations per period & per agent***From:*"Miguel Angel Duran Munoz" <maduran@uma.es>

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