i am trying to create a correlation matrix with several variables. One of my variables from the data set contains the GIC industry code. In my matrix the correlation refers to the total variable "Industry" (The variable has been split so that only the first two digits represent the industry category). Is it possible to divide this variable into sub-variables (see the first picture) in the correlations matrix, so that I can see the correlations for each industry (and not for the total variable "Industry")?
I am using Stata 16.1.
Thanks for your help!
Best regards
Sven
Code:
*Calculate R&D Intensity (RDI) gen rdi=xrd/revt *Set a panel for the data xtset gvkey fyear *Generate lagged variables by gvkey: generate patent_app_count_l3=patent_app_count[_n-3] by gvkey: generate cit_forw_l3= cit_forw[_n-3] by gvkey: generate c_ma_deal_l1= c_ma_deal[_n-1] *Winsorize revenue at 1% level winsor revt, gen(revt_w) p(0.01) *Winsorize R&D Intensity at 1% level winsor rdi, gen(rdi_w) p(0.01) *Calculate logarithms for R&D Intensity, revenue gen ln_rdi_w = ln(rdi_w) gen ln_revt_w = ln(revt_w) *Simplification of the “Gind” (GIC Industry) variable gen industry_1 = substr(gind, 1,2) encode industry_1, generate(industry) *Tabulate the correlations matrix pwcorr c_cvc_deal patent_app_count cit_forw ln_revt_w ln_rdi_w c_ma_deal_l1 industry, obs sig star(0.05)
Array
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