stata程序及运行结果.doc

《stata程序及运行结果.doc》由会员上传分享，免费在线阅读，更多相关内容在教育资源-天天文库。

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%.-7.5%..10%..Obs1039725%1.12204.SumofWgt.1039750%1.4441Mean4.98767LargestStd.D

2、ev.184.905575%2.955.415890%3.1736.165Variance34190.0395%4.4230611665.94Skewness72.1676899%11.1980914665.54Kurtosis5324.15.gsort-q.dropifq<0q>50(25observationsdeleted).sumleverage,dleveragePercentilesSmallest1%..5%..10%..Obs1037225%..SumofWgt.1037250%.Mean.LargestStd.Dev.1.75%.41.9393890%.41.93

3、938Variance2.95%.96.95931Skewness42.3892699%1.695696.95931Kurtosis2225.629.dropifleverage>1leverage<0(232observationsdeleted).sumprofit,dprofitPercentilesSmallest1%-.1462-2.5%-.-1.10%.-1.Obs1014025%.-.SumofWgt.1014050%.Mean.LargestStd.Dev..75%.7.90%.7.Variance.95%.8.Skewness60.5911999%.22.0028

4、9Kurtosis4581.194.dropifprofit<-1profit>20(4observationsdeleted).sumfratio,dfratioPercentilesSmallest1%.05%.010%.0Obs1013625%.0SumofWgt.1013650%.Mean.LargestStd.Dev..75%..90%..Variance.95%..Skewness.99%..Kurtosis2..dropiffratio<=0(14observationsdeleted).sumlna,dlnaPercentilesSmallest1%19.19192

5、15.376355%20.0013417.4672910%20.3104317.49501Obs1012225%20.8236117.60426SumofWgt.1012250%21.5525Mean21.72332LargestStd.Dev.1.2946575%22.4345528.003190%23.4437628.13565Variance1.95%24.1328428.28206Skewness.99%25.5187428.40521Kurtosis4..*sumqleverageprofitfratiolna,d.regleverageqSourceSSdfMSNumb

6、erofobs=10122F(1,10120)=146.29Model7.17.Prob>F=0.0000Residual486.10120.R-squared=0.0142AdjR-squared=0.0142Total493.5218410121.RootMSE=.21925leverageCoef.Std.Err.tP>t[95%Conf.Interval]q-..-12.100.000-.-._cons..142.910.000...regleverageqprofitfratiolnaSourceSSdfMSNumberofobs=10122F(4,10117)=1241

7、.10Model162.440.Prob>F=0.0000Residual331.10117.R-squared=0.3292AdjR-squared=0.3289Total493.5218410121.RootMSE=.1809leverageCoef.Std.Err.tP>t[95%Conf.Interval]q..8.260.000..profit-..-21.670.000-.-.fratio..39.040.000..lna..42.200.000.._co