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From | Nick Cox <njcoxstata@gmail.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
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 njcoxstata@gmail.com On 19 November 2013 13:23, jean-luc morin-chesnel <jeanluc.morinchesnel@gmail.com> 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 <njcoxstata@gmail.com> 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 >> njcoxstata@gmail.com >> >> >> On 19 November 2013 10:41, jean-luc morin-chesnel >> <jeanluc.morinchesnel@gmail.com> 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/