* Correlations for Real Investment
*
* Keywords:
* partial, correlation, real, investment, time, gnp, interest, rate, inflation
*
* Description:
* We illustrate how to estimate Simple and Partial Correlations between Real
* Investment and Time, GNP, Interest Rate and Inflation
*
* Author(s):
* Noel Roy
* Skif Pankov
*
* Source:
* William H. Greene, Econometric Analysis - 7th Edition
* Pearson International Edition, Chapter 3, Example 3.1 (page 78)
*
sample 1 15
* Reading the datafile and naming the variables, specifying to ignore the
* first line of the file
read (TableF3-1.shd) inv gnp r inf c / skiplines=1
* Generating a time variabe
genr t=time(0)
* Using stat command with pcor option to output simple correlations
stat inv gnp r inf t / pcor
* Using ols command to output partial correlations
ols inv gnp r inf t
stop