I have calculated some pairwise correlation coefficients between observations in a panel data set within a grouping variable, and I have successfully transferred the correlation coefficient matrix into a data set. I am now looking to calculate some summary statistics for these correlation coefficients (mean, percentiles, std), however, I do not want to double count coefficients in these calculations. For example, since the correlation coefficient at column C1 row 2 is the same at column C2 row one, if I collapse and sum by column, I will be double counting these coefficients. Similarly, I do not want to include correlation coefficients between a variable and itself. How can I avoid double counting correlation coefficients?
[CODE]
* Example generated by -dataex-. For more info, type help dataex
clear
Code:
* Example generated by -dataex-. For more info, type help dataex clear input float(C1 C2 C3 C4 C5 C6 C7 C8) 1 .9937328 .9937328 . . . 1 .9032351 .9937328 1 1 . . . 1 .946541 .9937328 1 1 . . . 1 .946541 . . . 1 1 . . -1 . . . 1 1 . . -1 . . . . . . . . 1 1 1 . . . 1 . .9032351 .946541 .946541 -1 -1 . . 1 end
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