Thanks Nick,
I am sorry that I didn't describe my problem properly. I just made up the
data set.
There are actually five variables "a, b, c, d, e" from Jan 1988 to Dec 2003.
Although I am aware that there is a -egen corr- availabe, I just want to
pracitise
it a little bit since I am not quite familiar with matrix operation in
STATA. Woud you
please tell me where I am wrong when I am using matrix form in my second
post?
Thanks a lot.
Le
----- Original Message -----
From: "Nick Cox" <[email protected]>
To: <[email protected]>
Sent: Monday, October 18, 2004 3:10 AM
Subject: st: RE: loop within loop
> If you want the correlation between a and b, what
> c d e are doing is unnecessary information. A more
> direct approach is
>
> gen corrab = .
> qui forval i = 1988(1)2003 {
> forval j = 1/12
> corr a b if year == `i' & month == `j'
> replace corrab = r(rho) if year == `i' & month == `j'
> }
> }
>
> In your example, each correlation is based on just 3 data points.
> Perhaps you are obliged to do that, but I wouldn't want to.
>
> Also, note Nick Winter's -egen, corr()- within -egenmore- on SSC.
>
> Nick
> [email protected]
>
> Wang,Le
>
> > I have a question on loop within loop. I have the following data set
> >
> > year month date a b c
> > 88 1 1 .2 .5 .3
> > . 1 2 .3 .6 .4
> > . 1 3 .4 .7 .5
> > . 2 1 .1 .2 .7
> > . 2 2 .4 .5 .9
> > . 2 3 .6 .7 1
> > 89 1 1 .2 .5 .3
> > . 1 2 .3 .6 .4
> > . 1 3 .4 .7 .5
> > . 2 1 .1 .2 .7
> > . 2 2 .4 .5 .9
> > . 2 3 .6 .7 1
> >
> > I could program the correlation by year as follows,
> >
> > g corrab = .
> >
> > forvalues i = 1988(1)2003{
> > matrix accum R`i' = a b c if year == `i', nocons dev
> > matrix R`i' = corr(R`i')
> > replace corrab = R`i'[2,1] if year == `i' & corrab == .
> > }
> >
> > However, now I want to calculate the correlation between a
> > and b by year
> > and month. What should I do?? I tried the following, but it
> > doesnot work.
> >
> > forvalues i = 1988(1)2003 {
> > local j = 1
> > while `j' < 13{
> > matrix accum R`i'`j' = a b c d e if year == `i' &
> > month == `j',
> > nocons dev
> > matrix R`i'`j' = corr(R`i'`j')
> > replace corrab = R`i'`j'[1,1] if year == `i' &
> > month == `j' &
> > corrab == .
> > local `j' = `j' + 1
> > }
> > }
> >
>
> *
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*
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