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RE: st: correlations panel data


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: correlations panel data
Date   Thu, 17 Jun 2004 18:40:22 +0100

If you nonetheless want to go with 
the independence assumption, you don't 
need any special command. -pwcorr- 
will calculate these numbers for you.  

Nick 
[email protected] 

paula garcia
> 
> Nick, thanks for your answer. Yes, I agree that an assumption 
> of independence
> may perhaps not seem very plausible, but I don't want to 
> impose any specific kind of
> dependence structure. So, assuming that independece, (which I 
> guess is what every
> people suppose in papers when they show the correlation 
> matrix among independent
> variables in a panel and talk about the correlations being 
> siginificant or not), how could I
> test the significance?
> 
>  I know that for time series you can use pwcorr, which also 
> gives you the 
> significance with option sig, but it can't be used with panel 
> data. Which could be the alternative to pwcorr, sig, but for 
> panel data?

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