and by default in the command language,latent exogenous variables are assumed to be correlated unless we specify otherwise.Had we used the Builder,the latent exogenous variables would have been assumed to be uncorrelated unless we had drawn the curved path between them.The original authors who ...
correlation. Examine the number and structure of latent concepts underlying a set of variables using exploratory factor analysis. Or use principal component analysis to find underlying structure or to reduce the number of variables used in a subsequent analysis. Discover groupings of observations in ...
If your data passed assumption #3 (i.e., there was a linear relationship between your two variables), #4 (i.e., there were no significant outliers), assumption #5 (i.e., you had independence of observations), assumption #6 (i.e., your data showed homoscedasticity) and assumption #7...
The Spearman rank-order correlation coefficient (shortened to Spearman’s rank correlation in Stata) is a nonparametric test which measures the strength and direction of association between two variables that are measured on an ordinal or continuous scale. The Spearman correlation coefficient is often ...
Somers' D(Y | X) is an asymmetric measure of ordinal association between two variables Y and X, on a scale from –1 to 1. It is defined as the difference between the conditional probabilities of concordance and discordance between two randomly sampled (X, Y ) pairs, given that the two...
Average correlation coefficients & Pesaran (2004) CD test Variables series tested: greeninnovation Group variable: id Number of groups: 57 Average # of observations: 15.27 Panel is: unbalanced --- Variable | CD-test p-value corr abs(corr) ---+--- greeninnov~n | 7.64 0.000...
the statistical routines you will use assume that the data are organized in a certain way.For example,statistical commands that analyze longitudinal data,such as xtreg,generally require that the data be in long rather than wide form,meaning that repeated values are recorded not as extra variables...
One obvious scheme would mimic Baum and Cox’mvsumm and mvcorr routines [moving summarize and moving correlation:findit mvsumm and findit mvcorr],and allow for a window offixed width that is to be passed through the sample,one period at a time: the move(#)option.(One could imagine ...
correlation between two series:useful in(nance)where the computation of an optimal hedge ratio involves the computation of just such a correlation—for instance, between spot and futures prices of a particular commodity. And since mvcorr requires tsset, and thus supports time–series operators,it ...
David的定义:Dummy variable that equals one (zero) if a firm is in the bottom (top) quintile of the distribution of the correlation between three-digit median industry market-to-book and the firm-year cash flows Denis的定义:Firms with the statistically significant correlation of −0.2 or less...