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st: RE: RE: correlations panel data

From   "Jovina Johnson" <>
To   <>
Subject   st: RE: RE: correlations panel data
Date   Wed, 16 Jun 2004 12:34:45 -0400


I was wondering if anybody has experience training groups in Stata
programming. Any help is appreciated.

Jovina "Nicky" Johnson
Administrative Supervisor/Human Resources Assistant
Reis, Inc.
P: (212) 921-1122 x 309
F:(212) 921-2533

-----Original Message-----
[]On Behalf Of Nick Cox
Sent: Tuesday, June 15, 2004 5:37 PM
Subject: st: RE: correlations panel data

As you have panel i.e. time series data,
getting a handle on the significance
of correlations between variables would
seem to require either an implausible
assumption of independence or some
sort of specification of
dependence structure. Which are you
thinking of, or I am missing your point?


paula garcia
> I need to calculate the correlation matrix among the X
> variables in my panel dataset and also if these correlations
> are significant or not. I know there a lot of possibilities
> in time series or cross-section, but not for panel data
> (unless mvcorr, but I don't want a moving window). I could do
> the following:
> xtreg x1 x2, re
> local bx = _b[x2]
> xtreg  x2 x1, re
> local by = _b[x1]
> local r = (`bx'*`by')^0.5
> macro list _r
> However, I have 20 variables, so proceeding this way could be
> very long What is more, this doesn't give me information on
> the significance.
> What could I do?
> Thanks a lot for your help in advance.

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