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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