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| From | George Mawuli Akpandjar <agmk18@yahoo.com> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | st: recursive cointegration |
| Date | Fri, 7 Oct 2011 14:34:51 -0700 (PDT) |
Deal All, What is the command for recursive cointegration test Thanks George Mawuli AKPANDJAR (PhD Candidate) Department of Economics University of Mississippi P.O.Box 4361 University, MS 38677 Tel: +1-662-202-2434 Email: agmk18@yahoo.com gakpandj@olemiss.edu the lord is my shepherd i shall not want and i will dwell in his house forever life isn't about waiting for the storm to pass...it's learning to dance in the rain. ----- Original Message ----- From: George Mawuli Akpandjar <agmk18@yahoo.com> To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> Cc: Sent: Friday, October 7, 2011 2:54 PM Subject: recursive cointegration Deal All, What is the command for recursive cointegration test Thanks George Mawuli AKPANDJAR (PhD Candidate) Department of Economics University of Mississippi P.O.Box 4361 University, MS 38677 Tel: +1-662-202-2434 Email: agmk18@yahoo.com gakpandj@olemiss.edu the lord is my shepherd i shall not want and i will dwell in his house forever life isn't about waiting for the storm to pass...it's learning to dance in the rain. ________________________________ From: Tiago V. Pereira <tiago.pereira@mbe.bio.br> To: statalist@hsphsun2.harvard.edu Sent: Friday, October 7, 2011 2:09 PM Subject: RE: st: Spearman correlation with adjustment Cecilia, You might explore the following approach (and see if it makes some sense in your case): Assumption: there are no ties. So, you can compute spearman's coefficient (rho_S) from pearson's coefficient (rho_P) Approach: 1) Create two or more categories or subgroups in which the confounding variable has a smaller role 2) Within each category compute ranks for your values 2) Calculate the pearson coefficient using those ranks (that is, rho_P will be calculated from ranked variables) 3) transform the rho_Ps into Z scores (r to z' transformation - Fisher approach) 4) perform a meta-analysis of Z scores 5) get the results back to the original metric (rho_P) This approach is likely to provide less biased results compared to raw analyses. It also provides the opportunity to check/quantify if there is statistical heterogeneity among subgroups (Cochran's Q test, I^2 index). All you need is the rho_P from ranked variables and the following packages -corrci- (or -corrcii-) and -metan- also check: http://mason.gmu.edu/~dwilsonb/ma.html http://www.stata.com/statalist/archive/2010-06/msg00728.html Cheers! Tiago * * 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/ * * 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/