Bookmark and Share

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: spearman rank correlation


From   Nick Cox <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: spearman rank correlation
Date   Tue, 19 Nov 2013 13:31:13 +0000

I don't see that. Spearman correlation just establishes the strength
of monotonic relationship; it is not associated with a specific
prediction method. If you want to use -regress- for prediction the
figures of merit for assessing how well that works come from the
regression itself.

Nick
[email protected]


On 19 November 2013 13:23, jean-luc morin-chesnel
<[email protected]> wrote:
> 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
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index