Dear Statalisters,

I have panel data and want to compute a time series of cross-sectional correlations of two variables, x1 and x2.

So far, my approach has been:
Code:
bysort year: egen correlation = corr(x1 x2)
However, the corr() command from egenmore does not allow weights. I am struggling to find an efficient work around...

Any suggestions are highly appreciated!

Best,
John