Hello,
I have spent the past day searching (the archive, faqs, the web) but haven't
found a way to calculate the correlation coefficients between time-series
belonging to different categories in a panel data set.
The data has the format:
Category timestep value
A 1 5
A 2 6
A 3 7
B 1 8
B 2 8
B 3 10
In this example I would thus calculate the correlation between the
timeseries of 'value' for category A and category B.
So one option would be to change the data format to the following:
timestep valueA valueB
1 5 8
2 6 8
3 7 10
Then the standard correlate valueA valueB works.
Unfortunately I don't know how to do that transformation.
I have thus tried the following direct solutions, but without success:
1) correlate value, by(category) -> 'option by() not allowed'
2) by category: correlate value -> only produces correlation of 'value'
within each category (=1), instead of across categories A and B
3) statsby, by(category): -> 'no; data in memory would be lost'
Thank you very much for your help,
Christian
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