Another issue affecting P-values is any
serial or cluster dependence. This is
likely to be serious for panel data.
In other words the P-values from any
procedure that ignores dependence
structure will be way off.
Nick
[email protected]
Nick Cox
> First off, consider -pwcorr-.
[ snip ]
>
> Nick
> [email protected]
>
> Michael Lemay
>
> > I created this dataset of correlations using the following syntax:
> >
> > foreach x in multi lit alarmr interr secr porchr signr bganyr gphysr
> > betph vand {
> > quietly: corr `x' i_ok if (country==11 | country==18 | country==19)
> > local all "`r(rho)'"
> > quietly: corr `x' i_ok if country==11
> > local gr "`r(rho)'"
> > quietly: corr `x' i_ok if country==18
> > local pt "`r(rho)'"
> > quietly: corr `x' i_ok if country==19
> > local pl "`r(rho)'"
> > post asa_corrtab ("`x'") (`all') (`gr') (`pt') (`pl')
> > }
> >
> > It works fine for my purpose except that I would like to add the
> > p-value for each correlations to the dataset. I thought it would be
> > fairly easy to do. However, -corr- does not save the
> p-value, unlike
> > other commands such as -tab-. How would I go about accessing the
> > p-value with -corr-?
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