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st: advice on correlation between variable in a panel data


From   jean-luc morin-chesnel <[email protected]>
To   [email protected]
Subject   st: advice on correlation between variable in a panel data
Date   Sat, 27 Jul 2013 13:07:40 +0000

Dear all,

If possible, I would like to have a piece of advice about the best
methodology to use in Stata

I have many products (product A, product B, .. product Z) and 5 users
than can buy or sell a quantity of those products at any time t. The
problem is that I have many missing values, so I am not sure that the
-corr function in Stata is appropriate.

the data looks like

product time user1 user2 user3 user4 user5

A              1     1    5       -4       .         .
A              2    -2    0        .        2       -4

..
B              1     .     4       5       4        .
B              2    -5    .        5       3        -4

..
etc..


I would like to know wheter the 5 users do similar choices at the same
time, or some users  lead the others, etc...
What would you recommend? any article/reference/ very welcome!

Many thanks,
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