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st: Generating Output of Correlation Analysis


From   Henning Kleiböhmer <henning.kleiboehmer@outlook.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Generating Output of Correlation Analysis
Date   Mon, 17 Feb 2014 09:49:54 +0100

Dear Statalisters,

I have a problem concerning the ?esttab- command.
My dataset looks like this:
Daily data on liquidity estimators as well as the effective spread for a
large number of companies. I need to perform a cross-sectional correlation
analysis the following way: estimate monthly cross-sectional correlations
across all companies between each estimator and the effective spread, and
then simply calculate the mean of each correlation. 
I have no trouble calculating these values, but I cannot find a way to
generate one table that presents me the average cross-sectional correlation.

I used

bysort year month: eststo: estpost correlate spread1 estimator1 estimator2
esimtator3

esttab est1 est2 est3 est4 est5 using csreg1.rtf

and got all the montly cross-sectional correlations in one table. Is there a
way to summarise these results, so that I get the means?

Alternatively, how could I somehow transform my dataset containing only the
mean cross-sectional correlations between estimators and spread into a
table?

Thank you very much in advance,

Henning Kleiböhmer



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