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From | Nick Cox <n.j.cox@durham.ac.uk> |
To | "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: Re: correlations |
Date | Tue, 8 Nov 2011 20:50:51 +0000 |
What you ask for still sounds like a round-about way of getting what you want. You can just ensure that the -statsby- results include the sample size. Then you have enough information in the file to calculate inferential results, with some extra assumptions. Alternatively, -corrci- at SJ-10-4 pr0041_1 . . . . . . . . . . . . . . . . . Software update for corrci (help corrci, corrcii if installed) . . . . . . . . . . . . N. J. Cox Q4/10 SJ 10(4):691 update to fix corrci so that it always saves r-class results SJ-8-3 pr0041 . Speaking Stata: Corr. with confidence, Fisher's z revisited (help corrci, corrcii if installed) . . . . . . . . . . . . N. J. Cox Q3/08 SJ 8(3):413--439 reviews Fisher's z transformation and its inverse, the hyperbolic tangent, and reviews their use in inference with correlations gives you confidence intervals, arguably more informative than just starring results as if they were hotels or movies, although still often problematic. As these look like data in time, a different comment is to underline that the assumptions underlying correlation significance calculations include mutual independence. Nick n.j.cox@durham.ac.uk Rodrigo Briceño I am applying the following command over my database to get a stata file with correlations (working on Stata 11.2): statsby, by(isin2) saving(correld): corr liq sap if ano>=2008 & dsap0810==1 where isin2 is an identification number, liq and sap are the variables where correlation should be applied and ano and dsap0810 are some filters I need to apply. My question to the list is if there is some additional command that I can use properly in order to have the same output (ids and correlations for the selected periods) but instead of having a separate file (correld.dta) to get the output on my results window. Why do I ask this? because I would like to get the results with their corresponding significance levels on the form of asterisks (***). * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/