Search found 12 matches
- Fri Apr 22, 2016 6:38 am
- Forum: Estimation
- Topic: How to make a logit estimation
- Replies: 0
- Views: 2926
How to make a logit estimation
Dear forum readers, I have estimated target leverage as a fitted value from an OLS regression earlier. Now I need to make a logit regression and see whether companies that are overlevered (higher leverage than the target) or underlevered (less leverage than the target) adjust towards their target ra...
- Mon Apr 18, 2016 6:57 am
- Forum: Data Manipulation
- Topic: How to get descriptive statistics and univariate analysis
- Replies: 1
- Views: 4143
How to get descriptive statistics and univariate analysis
I have all the needed data - many firm observations over a long time period. I need to get the mean values for a subsample of firms which undertake a certain activity. More precisely - I have series with data about total assets, short-term debt, long-term debt etc. I have also variables (such as mar...
- Mon Apr 11, 2016 12:31 am
- Forum: Add-in Support
- Topic: Trim
- Replies: 32
- Views: 71246
Re: Trim
Are you sure? When I use 0,1 and 0,99 I get results but when I use 1 and 99 I get only n/a values. My best guess is that it would be correct to use 0,01 and 0,99
- Sat Apr 09, 2016 11:42 am
- Forum: Add-in Support
- Topic: Trim
- Replies: 32
- Views: 71246
Re: Trim
If I want to winsorise and the 99th and 1th percentile at the add-in I have to put in the values 0,1 and 0,99 right?
http://s30.postimg.org/tvan3o2e9/image.jpg
http://s30.postimg.org/tvan3o2e9/image.jpg
- Fri Apr 08, 2016 12:45 am
- Forum: Estimation
- Topic: Insufficient number of observations
- Replies: 23
- Views: 31435
Re: Insufficient number of observations
I finally managed to get the add-in working. If I want to winsorise and the 99th and 1th percentile at the add-in I have to use the values 0,1 and 0,99 right?
And can somebody help me to edit the excel file so that I can import it as a structured panel??
And can somebody help me to edit the excel file so that I can import it as a structured panel??
- Thu Apr 07, 2016 5:06 am
- Forum: Estimation
- Topic: Insufficient number of observations
- Replies: 23
- Views: 31435
Re: Insufficient number of observations
But I was trying to use the column "Correct CUSIP and Year" as ID series which is unique.
And sorry for the silly questions, but will my regressions give different results just because I used it as an unstructured panel when compared to a panel?
And sorry for the silly questions, but will my regressions give different results just because I used it as an unstructured panel when compared to a panel?
- Tue Apr 05, 2016 11:18 pm
- Forum: Estimation
- Topic: Insufficient number of observations
- Replies: 23
- Views: 31435
Re: Insufficient number of observations
I am talking about the sheet called "WRDS". When importing the file, I chose this sheet. Is it possible to import it as a structured panel? Furthermore, I have one more question and don`t want to open another thread. Can you tell me the command to winsorize all variables at the 1st and 99t...
- Tue Apr 05, 2016 2:09 am
- Forum: Estimation
- Topic: Insufficient number of observations
- Replies: 23
- Views: 31435
Re: Insufficient number of observations
I`ll upload the excel file I`m using. I am getting some no sense errors which I should not be getting. At the cross section ID series I type Company name and I get the error: Company is not defined. I want to import it as a structured panel so give me a hand please. I give a link to the excel file, ...
- Tue Apr 05, 2016 1:35 am
- Forum: Estimation
- Topic: Insufficient number of observations
- Replies: 23
- Views: 31435
Re: Insufficient number of observations
I did. It gives me an error as some values are N/A
- Sun Apr 03, 2016 4:54 am
- Forum: Estimation
- Topic: Insufficient number of observations
- Replies: 23
- Views: 31435
Re: Insufficient number of observations
Edit: I got what the problem was with the insufficent number of observations but I still can not get the excel file I have imported into EViews as panel data. This is the thing I have: http://postimg.org/image/b3ykzfs4b/ How do I import it as structured panel data as I have multiple values over mult...
- Sun Apr 03, 2016 2:56 am
- Forum: Estimation
- Topic: Insufficient number of observations
- Replies: 23
- Views: 31435
Insufficient number of observations
When I tried a certain regression with 1 dependable variable and about 10 independable variables I get the error "insuffiicent number of observations. I have about 350000 observations so I really do not get the error. Furthermore, I wanted to have panel data as I have multiple values over many ...
- Tue Jan 19, 2016 10:00 am
- Forum: Econometric Discussions
- Topic: Help with inteaction effects-both independ.variables dummies
- Replies: 4
- Views: 5895
Help with inteaction effects-both independ.variables dummies
http://postimg.org/image/fwlztnuwj/ This is my regression - both crisis and distres are dummies. The interacton effect is whether a firm in the crisis that was a client of a distressed bank had lower or higher target leverage. I know how to interpret it when one independable variable is a dummy but ...
