stata程序及运行结果

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1、Stata程序及运行结果(前面整理合并数据部分省略，考试会直接给合并好的数据)（由于是copy的，所以会缺少表格线）use"C:DocumentsandSettingsAdministrator桌面合并数据.dta",cleardropifq==.leverage==.profit==.fratio==.lna==.(416observationsdeleted).sumq,dqPercentilesSmallest1%.601852-7.6692855%.849397.25189310%.938017.283239Obs1039725%1.12204.283675Su

2、mofWgt.1039750%1.4441Mean4.98767LargestStd.Dev.184.905575%2.066348955.415890%3.1899171736.165Variance34190.0395%4.4230611665.94Skewness72.1676899%11.1980914665.54Kurtosis5324.15.gsort-q.dropifq<0q>50(25observationsdeleted).sumleverage,dleveragePercentilesSmallest1%.0378113.00172535%.087829.0

3、07079910%.1376331.0075213Obs1037225%.2841151.0108272SumofWgt.1037250%.4686987Mean.5390607LargestStd.Dev.1.67691175%.636714941.9393890%.758825241.93938Variance2.81203195%.840637896.95931Skewness42.3892699%1.695696.95931Kurtosis2225.629.dropifleverage>1leverage<0(232observationsdeleted).sumpro

4、fit,dprofitPercentilesSmallest1%-.1462-2.6817675%-.0283393-1.14023210%.0102038-1.094207Obs1014025%.0322641-.6430355SumofWgt.1014050%.0566138Mean.0653552LargestStd.Dev..268733375%.0861257.18842390%.12567777.188423Variance.072217695%.15958778.599852Skewness60.5911999%.254573622.00289Kurtosis45

5、81.194.dropifprofit<-1profit>20(4observationsdeleted).sumfratio,dfratioPercentilesSmallest1%.027769205%.1028079010%.16029220Obs1013625%.26361190SumofWgt.1013650%.402213Mean.4088882LargestStd.Dev..192008375%.5483563.955230890%.6696964.9709213Variance.036867295%.7325709.9745661Skewness.1536334

6、99%.8396031.9745661Kurtosis2.416593.dropiffratio<=0(14observationsdeleted).sumlna,dlnaPercentilesSmallest1%19.1919215.376355%20.0013417.4672910%20.3104317.49501Obs1012225%20.8236117.60426SumofWgt.1012250%21.5525Mean21.72332LargestStd.Dev.1.2946575%22.4345528.003190%23.4437628.13565Variance1.

7、67611995%24.1328428.28206Skewness.780972499%25.5187428.40521Kurtosis4.300583.*sumqleverageprofitfratiolna,d.regleverageqSourceSSdfMSNumberofobs=10122F(1,10120)=146.29Model7.0326135417.03261354Prob>F=0.0000Residual486.48922610120.048072058R-squared=