连老师:
您好!
Stata 学术论文专题
Cleary, S., 1999,
* The Relationship between Firm Investment and Financial Status,
* Journal of Finance, 54(2):673-692.
do文件
第301-305行
foreach v of varlist cr ni_margin sgr tl size slack{
gen L`v' = L.`v'
}
discrim lda Lcr Lni_margin Lsgr Ltl Lsize ///
dum_yr3-dum_yr10, group(g_div)
问题:
第305行,为什么没有加Lsllack进行判别分析?
第306行,年度虚拟变量减少了一个(dum_yr2),是不是滞后项的原因(第301行)?
第319行
estat loadings, unstandardized
stata输出结果为什么有2个函数?
Canonical discriminant function coefficients
| function1 function2
-------------+----------------------
Lcr | .0309943 .1193902
Lni_margin | -2.036733 -.1520419
Lsgr | -.109016 -.5134392
Ltl | 2.484554 -.3525897
Lsize | -.7201953 .100652
dum_yr3 | -1.259781 -2.096573
dum_yr4 | -1.040926 1.962178
dum_yr5 | -.4223857 .7726163
dum_yr6 | -.1920031 .423793
dum_yr7 | -.2795721 .0048861
dum_yr8 | -.2601554 .5063292
dum_yr9 | -.1178618 -.159618
dum_yr10 | -.0751899 -.1867067
_cons | 14.53057 -2.178958
谢谢连老师!