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Re: st: RE: correlation matrix


From   Amin Mohseni <[email protected]>
To   [email protected]
Subject   Re: st: RE: correlation matrix
Date   Mon, 19 Apr 2010 08:54:45 -0400

thanks martin

amin


On Sat, Apr 17, 2010 at 6:02 PM, Martin Weiss <[email protected]> wrote:
>
> <>
>
> *******
> clear*
>
> inp int year str2 Country byte Residual
> 1990   C1   1
> 1991   C1   2
> 1992   C1   -3
> 1990   C2   -4
> 1991   C2   2
> 1992   C2   5
> end
>
> li, noo sepby(Country)
>
> reshape wide Residual, i(year) j(Country) string
> pwcorr ResidualC1 ResidualC2, sig star(.05)
> *******
>
>
> HTH
> Martin
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Amin Mohseni
> Sent: Samstag, 17. April 2010 23:22
> To: [email protected]
> Subject: st: correlation matrix
>
> Dear All;
> I am trying to calculate the correlation matrix for the residual from
> an xtreg model of countries and years that also includes its
> significance level. How do I do that? a hypothetical residual vector
> looks like
>
> year    Country    Residual
> 1990   C1            1
> 1991   C1            2
> 1992   C1            -3
> 1990   C2            -4
> 1991   C2            2
> 1992   C2            5
>
>
> and I am trying to get the correlation matrix of residuals between C1
> and C2, alongside their significance.
>
> Many Thanks
> amin
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