Hi,
I'm sure this is an easy question for econometricians rather than me as a
statistician, but when using non-parametric correlation GRETL gives significance values
and only one correlation at a time, but when using parametric correlation, we get a matrix
but no significance values. Correlation values are impacted by sample size; therefore, I
use significance to give an idea of the relationship.
I also ask this question as when teaching using GRETL, a matrix for non-parametric
correlation would be a preferred output that students can put in a document rather than
creating one themselves from individual answers.
Thank you
Alison
Alison Loddick
BSc MSc PGCE CStat
Learning Development Tutor (Mathematics and Statistics)
Library and Learning Services
DDI +44 (0)1604 893502
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