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Re: st: One-sided test on difference between correlation coefficients
From
Michael Boehm <[email protected]>
To
[email protected]
Subject
Re: st: One-sided test on difference between correlation coefficients
Date
Sun, 31 Jul 2011 10:33:59 +0200
Thanks Austin,
Good idea, I will try that out.
Michael
On Sat, Jul 30, 2011 at 5:26 PM, Austin Nichols <[email protected]> wrote:
> Michael Boehm <[email protected]>:
> Note that GDP, not the unemployment rate, is the usual definition of
> "cyclical" (the unemployment rate might peak a year or more after a
> trough in GDP), not that I advocate using GDP. But why not use
> regression instead of correlation?
>
> ren acadnewjobs_res a
> ren nonacadnewjobs_res n
> glm a unem, link(log)
> est sto r1
> glm n unem, link(log)
> est sto r2
> suest r1 r2
> test [r1_a]unem==[r2_n]unem
>
> Now you can also put other predictors on the right hand side. You
> might also use state-specific unemployment rates and job offer counts,
> and cluster by state to allow for serial correlation.
>
> On Sat, Jul 30, 2011 at 11:09 AM, Michael Boehm
> <[email protected]> wrote:
>> Dear all,
>>
>> My coauthor and I are looking at the correlation between the
>> unemployment rate and the number of academic and non-academic job
>> offers in the American Economic Association's "Job Offers for
>> Economists" publication. We are computing correlations of the kind:
>>
>> pwcorr acadnewjobs_res nonacadnewjobs_res unem, sig obs
>>
>> | acadn~es nonaca.. unem
>> -------------+---------------------------
>> acadnewjo~es | 1.0000
>> |
>> | 274
>> |
>> nonacadne~es | 0.4460 1.0000
>> | 0.0000
>> | 273 273
>> |
>> unem | -0.1222 -0.2580 1.0000
>> | 0.0432 0.0000
>> | 274 273 409
>>
>> Where unem is the unemployment rate and acadnewjobs_res and
>> nonacadnewjobs_res the seasonally adjusted number of academic and
>> non-academic new jobs, respectively, in a given month. We would like
>> to test whether the former are less cyclical than the latter, i.e.
>> whether the pwcorr(acadnewjobs_res,unem) <
>> pwcorr(nonacadnewjobs_res,unem). Does any of you have an idea how to
>> nicely do this in Stata?
>>
>> Thanks,
>> Michael
>
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