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RE: st: RE: Changing -correlate- results

From   "louis boakye-yiadom" <[email protected]>
To   [email protected]
Subject   RE: st: RE: Changing -correlate- results
Date   Mon, 21 Mar 2005 13:11:06 +0000

I've tried both the -egen- and -sort, stable- approaches; each gives me identical results after each execution of the do file. With -egen- the correlation coefficient is always 0.7498, and with -sort, stable-, the result is always 0.7608. I suppose the difference in the two results lies in how tied ranks are treated. Thank you all very much.


From: "Scott Merryman" <[email protected]>

Tied values are randomized. From the helpfile:

"Note: ties in the sort index (i.e., identical sorting values) are broken in
an arbitrary (i.e., random) order, unless the stable option is specified."

You might try:

sort f1, stable

sort f2, stable

Hope this helps,

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