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RE: st: correlation, panel data
From
"Biljana Dlab" <[email protected]>
To
<[email protected]>
Subject
RE: st: correlation, panel data
Date
Wed, 13 Oct 2010 16:35:16 +0200
Hi,
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
If I try:
. by gvkey_n: egen d_corr = corr(cf r_d)
unrecognized command: _gcorr
r(199);
Trying:
. ssc install egenmore
checking egenmore consistency and verifying not already installed...
file C:\DOCUME~1\dlab\LOCALS~1\Temp\ST_0100000g.tmp already exists
could not copy http://fmwww.bc.edu/repec/bocode/_/_grall.ado
(no action taken)
r(602);
Do you know the function how to get correlation in the column?
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Maarten buis
Sent: 13 October 2010 16:26
To: [email protected]
Subject: Re: st: correlation, panel data
--- On Wed, 13/10/10, Biljana Dlab wrote:
2) the -corr()- command inside -egen- is user-writen. It
comes from -egenmore-, which can be downloaded by typing
-ssc install egenmore-. Posters are asked to explicitly
state where they downloaded user written programs as there
are often multiple versions floating around in cyber space,
and answers often depend on the version.
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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