Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: contemporaneous correlation matrix
From
Nick Cox <[email protected]>
To
[email protected]
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.
Nick
On Tue, Apr 26, 2011 at 7:50 PM, Ben Ammar <[email protected]> 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.
*
* 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/