RE: st: RE: Correlation Coefficients

[Ian Li <ianz.magic@hotmail.com>]

Thanks Cam,

that seems to do what I want. Thanks for your help. 

Regards
Ian

----------------------------------------
> From: cnm100@hotmail.com
> To: statalist@hsphsun2.harvard.edu
> Subject: RE: st: RE: Correlation Coefficients
> Date: Mon, 30 Apr 2012 22:14:10 -0400
>
> Ian,
> You would need to ask for the asymptotic variance-covariance matrix of your estimator. I think you would request something like "matlist e(V)".
>
> Cam
>
> > From: ianz.magic@hotmail.com
> > To: statalist@hsphsun2.harvard.edu
> > Subject: st: RE: Correlation Coefficients
> > Date: Tue, 1 May 2012 00:42:41 +0000
> >
> > Dear Statalist
> >
> > I would like to ask for advice on the following issue. I estimated an OLS wage equation for four different time periods. I am particularly interested in whether the coefficients estimated on one set of variables are correlated across the four time periods. Would you be able to advise me on the appropriate test/Stata command to use? I was told that the Spearman test (-spearman-) will do what I want. But looking at the help file for -spearman- does not show how to conduct the Spearman test for regression estimates. It seems to be only for looking at the correlation between the variables itself.
> >
> > Regards
> > Ian
> >
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