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From | "Biljana Dlab" <dlab@isb.uzh.ch> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: correlation, panel data |
Date | Wed, 13 Oct 2010 15:56:48 +0200 |
Dear Statalist, I have a beginner's question: I have panel data (sorted by firm and financial years). Now I am trying to compute correlation between variables r_d and cf - I would like to have this correlation in a separate column in spread-sheet and that the correlation coefficient is written for all firm-year observations With other words this is what I would like to get: Firm year corr(between r_d&cf) A 99 0.2 A 00 0.2 A 01 0.2 A 02 0.2 B 99 0.4 B 00 0.4 B 01 0.4 I tried like this: .by gvkey_n: corr cf r_d - but then I get whole listing in front of me of the correlation and not the column in the spread-sheet .by(gvkey_n): egen d_corr = corr(cf r_d) - this does not work :o( Do you know the function how to get correlation in the column. Thanks a lot. Best, Biljana * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/