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st: correlation, panel data
From
"Biljana Dlab" <[email protected]>
To
<[email protected]>
Subject
st: correlation, panel data
Date
Wed, 13 Oct 2010 18:20:45 +0200
I have panel data (sorted by gvkey_n and financial years).
Now I am trying to compute correlation between variables r_d and cf - I would like to have this correlation in a separate column in spread-sheet and that the correlation coefficient is written for all firm-year observations
With other words this is what I would like to get:
gvkey_n year corr(between r_d&cf)
555 99 0.2
555 00 0.2
555 01 0.2
555 02 0.2
333 99 0.4
333 00 0.4
333 01 0.4
I tried like this:
.by gvkey_n: corr cf r_d - but then I get matrix (for all companies, very long list in my black stata field)
-> gvkey_n = 63651
(obs=6)
| r_d cf
-------------+------------------
r_d | 1.0000
cf | 0.0620 1.0000
How do I select the r_d & cf combination form the matrix put it in separate column in my spreadsheet for each firm?
If I try:
. by gvkey_n: egen d_corr = corr(cf r_d) unrecognized command: _gcorr r(199);
Trying:
. ssc install egenmore
checking egenmore consistency and verifying not already installed...
file C:\DOCUME~1\dlab\LOCALS~1\Temp\ST_0100000g.tmp already exists could not copy http://fmwww.bc.edu/repec/bocode/_/_grall.ado
(no action taken)
r(602);
Do you know the function how to get correlation in the column?
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Maarten buis
Sent: 13 October 2010 16:50
To: [email protected]
Subject: RE: st: correlation, panel data
--- On Wed, 13/10/10, Biljana Dlab wrote:
> If I try:
> . by gvkey_n: egen d_corr = corr(cf r_d)
> unrecognized command: _gcorr
> r(199);
>
> Trying:
> . ssc install egenmore
> checking egenmore consistency and verifying not already
> installed...
> file C:\DOCUME~1\dlab\LOCALS~1\Temp\ST_0100000g.tmp already
> exists
> could not copy http://fmwww.bc.edu/repec/bocode/_/_grall.ado
> (no action taken)
> r(602);
So, you haven't installed -egenmore-, so -egen var = corr()- is
resulting in an error message, as it should. You are also having
trouble installing -egenmore-. I would just try closing down Stata,
restart Stata, and retry to install -egenmore-.
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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