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Re: st: contemporaneous correlation matrix

From   Nick Cox <>
Subject   Re: st: contemporaneous correlation matrix
Date   Tue, 26 Apr 2011 23:15:55 +0100

It sounds as if you want the correlation between two variables for all
panels at the same time.

. corr x y if time == 42

is how to get that. Just specify the time you want and the pairs of
data points are contemporaneous.


On Tue, Apr 26, 2011 at 7:50 PM, Ben Ammar <> wrote:

> I was wondering how I can create a contemporaneous correlation matrix for my summary statistics if I have a panel data set. I am especially interested in the correlation between two of my variables. I guess simply using the -corr- command isn't enough as the correlation across time isn't included (right?!). I also tried to use the -xttest2- command after a -xtreg,fe- but I have more than 1700 panels, so that didn't work either and probably I won't know more about those two variables I'm concerned about. The regressions went well but maybe I missed something.

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