If you nonetheless want to go with
the independence assumption, you don't
need any special command. -pwcorr-
will calculate these numbers for you.
Nick
[email protected]
paula garcia
>
> Nick, thanks for your answer. Yes, I agree that an assumption
> of independence
> may perhaps not seem very plausible, but I don't want to
> impose any specific kind of
> dependence structure. So, assuming that independece, (which I
> guess is what every
> people suppose in papers when they show the correlation
> matrix among independent
> variables in a panel and talk about the correlations being
> siginificant or not), how could I
> test the significance?
>
> I know that for time series you can use pwcorr, which also
> gives you the
> significance with option sig, but it can't be used with panel
> data. Which could be the alternative to pwcorr, sig, but for
> panel data?
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