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Re: st: spearman rank correlation


From   jean-luc morin-chesnel <[email protected]>
To   [email protected]
Subject   Re: st: spearman rank correlation
Date   Tue, 19 Nov 2013 14:23:14 +0100

thanks mr cox for your kind answer.

well I would like to know whether past successes lead on average to futures ones
so maybe one way would be to -reg future_score past_score, vce(cluster id)
but is seems that using a spearman rank correlation is a more robust
way to go (I guess)

thanks again

On 19 November 2013 12:50, Nick Cox <[email protected]> wrote:
> I don't see how Spearman correlation is natural for this. Perhaps you
> should spell out how you expect to use past scores to predict future
> scores.
>
> Nick
> [email protected]
>
>
> On 19 November 2013 10:41, jean-luc morin-chesnel
> <[email protected]> wrote:
>
>> I have a panel dataset for N individuals over T periods (unbalanced)
>> and I would like to test whether a good indidivual score Y over period
>> T=0 to T=n predicts a good score over the periods T=n+1 to T=T. In
>> other words, is performance persistent over time accross indidivuals?
>>
>> I have read that I could use a Spearman rank correlation test to do
>> so, but I have to idea how to implement this with panel data in Stata
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