Search found 12 matches

by gishena
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...
by gishena
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...
by gishena
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
by gishena
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
by gishena
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??
by gishena
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?
by gishena
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...
by gishena
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, ...
by gishena
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
by gishena
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...
by gishena
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 ...
by gishena
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 ...

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