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Correlation at Sub group level


Hi ,


I have a data set where I want to do a correlation test between 2 metrics .While I can do a correlation test at a overall level, I am unable to do this test at company and further at country level.Do I first split my data set into these subgroups( company and within company country) , if yes how do I split my entire data set like that.

Company, Country, Metric 1 and Metric 2 are in separate columns and the information is for 5 months.




I know it's been a neglected question, but an interesting challenge and thought would come back to you with my solution.


I suggest going back to first principles and constructing the correlation using summarise tools.


As that is annoying, had a play wrapping it up as a macro.




This basically chooses fields and then computes the correlation

The only really fiddly bit is adding the groupings in (this is done in the summarise tool).


Sample attached computing correlations of GDP vs Unemployment at a country level.