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| 开心 2019-8-25 23:03:26 |
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签到天数: 5 天 连续签到: 1 天 [LV.2]偶尔看看I
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50论坛币
我是要将变量stable2=1时对应的ist按照其高低分成3个组,第二步再在每个组里面分别按照rds,rda,rdcm,rdce这四个指标(rd的四个指标)的高低分成3组。然后求出每个组里面股票收益率的均值(变量r),并且检验每个组的均值r是否为0,以及在每一个ist水平下,高rd指标组的股票收益均值减去低rd指标组的股票收益均值的差异是否显著检验。
之前提问过是回归的呀,这次是要分组求均值,并检验,主要是两个检验不会做啊。学谢谢各位老师了。希望论文可以快点写完。
就是要做个这种表格:
按照RDA分组 | | 高 | 中 | 低 | P1 | | | | P2 | | | | P3 | | | | P3-P1 | | | | | | | |
数据如下:
- * Example generated by -dataex-. To install: ssc install dataex
- clear
- input double r float stable2 double(ist rda rds rdcm rdce)
- .01834183333333333 0 .0334 .015039411886228607 .0406 .0043508565160062 .4021831417228706
- -.03236141666666667 0 .15410000000000001 . .0027 .0004730511019202546 .
- .016430333333333335 0 .1399 .0022468628891426172 .0064 .00225063609018954 .
- .008628545454545456 0 .10432999999999999 .003934857004953578 .0129 .005455884906601843 .08105974053480479
- .07756427272727273 1 .03927 .005098979776592662 .0167 .005916413678691346 .10824707585863298
- .012225833333333325 1 .02418 .00800057284556839 .0273 .0061070494507257395 .18308748426222066
- .13823000000000002 0 .00735 .004238416072819286 .012 .002094412310655742 .6808627833422383
- .07662258333333334 0 .0016 . . .13909421836262895 .
- -.04288216666666666 0 .10529999999999999 .0051744413470747016 .0083 .002563389735739812 .
- .01596875 0 .0355 .009142403155317141 .0181 .011955337800977633 .
- -.020998500000000003 0 .056400000000000006 .01135827015599402 .0233 .015139874213726073 .11707964834283839
- .06766741666666666 1 .045599999999999995 .012666071185887764 .024700000000000003 .0180143821530038 .08914823718899387
- -.0004263333333333347 1 .015600000000000001 .013768779480464543 .0296 .017971590588343456 .10994590426975569
- -.012101833333333334 1 .1822 .015489943285921461 .0323 .013781840889958189 .27707477048072415
- -.008630499999999996 0 .009300000000000001 .009662825531498413 .009300000000000001 .055721501118698946 .3547101437131713
- -.012830999999999997 0 .0169 .010038128912963223 .0085 .08952247643809319 .4341437024560135
- .03541249999999999 0 .006999999999999999 .012509617758897489 .0113 .1092959568684015 .901778600824899
- .1897291666666667 1 .0038 .01460940392733124 .0115 .09932323093719997 .7939769070899702
- -.05900040000000002 1 .08039999999999999 .01305174985464185 .0113 .06094352922213424 .29162674026660135
- .0023835000000000006 1 .0378 .016097639616157684 .0125 .027668813188941186 .9799262692190663
- -.03601075 0 .18299999999999997 .033141294543842424 .0332 .027169348318120425 .
- .014828999999999995 0 .1909 .014963598419482223 .058899999999999994 .010721013463488357 .13003449507469597
- .08494249999999999 0 .2332 .010206498696354985 .0311 .008866176118467462 .08668969790670267
- .06015725 0 .24969999999999998 .01906224333294155 .059800000000000006 .011346151676048452 .40710496261149187
- -.028439250000000003 0 .5597 .0074962438452874924 .0024 .0032299461354048753 .12470501796920216
- -.005757750000000002 0 .5204 .007600150027047148 .0052 .011620058417705675 .29714346884538445
- .030523583333333337 0 .5248 .01463342054392146 .0091 .02400328002013226 .5119501139493656
- .08757491666666667 1 .52411 .010862464494180919 .009899999999999999 .021428688573095565 .5822567826386453
- .001065499999999997 1 .4915 .010417025016676393 .0092 .014263866664070566 .29153773572209674
- .13253939999999997 0 .05132 . . .000970553473717573 .
- -.02147675 0 .53496 .004746656939137576 .006500000000000001 .008218824843741158 .18532680672950333
- -.029452083333333334 0 .5566500000000001 .008227865013707621 .0077 .01633161343162522 .15816975668805858
- .023135666666666665 0 .09721 .009384194864302935 .0103 .02628516117066643 .26841630980718706
- .07903966666666668 1 .039900000000000005 .010450437777837298 .012 .015961953432874317 .31261314800260365
- -.012319249999999999 1 .0301 .013549059178515309 .0151 .015319170755153282 .26684208110220625
- .00930325 1 .0106 .00882605948487893 .011899999999999999 .007356024234541848 .16271337836657557
- .013799 0 .1199 . . .0007422812437233498 .
- .11122458333333335 0 .25923999999999997 . .0015 .0035290747874558016 .
- -.04272791666666668 0 .26315 . .0018 .00211581247043553 .
- .006930249999999998 1 .27740000000000004 . .003 .002333902238580387 .
- .020966583333333327 0 .5343 .008376804055774585 .004 .0068633227881769706 .29681515643718764
- .0005323333333333326 0 .5579999999999999 .008285848943873336 .003 .01275427471368546 .31923139404921497
- .03632483333333334 0 .5318 .008645467488881094 .0045000000000000005 .009760265900021088 .4151791353672393
- .05987275 1 .5113 .007238916660631947 .0038 .007411783298490095 .5318883737328722
- -.011949500000000004 1 .6056 .006330693242390625 .0034000000000000002 .007294692959172277 .23701002639718569
- .01973575 1 .6099 .00553400361806091 .0028000000000000004 .004740707755885467 .384269880996891
- .05422975 0 .1524 .01596349565269857 .0217 .1009251241495685 .6406988058762047
- -.02665099999999999 0 .16036999999999998 .017147729019341175 .024900000000000002 .026322517775823746 .8482431539569288
- .022074833333333335 0 .1818 .014373579189573524 .0268 .020315730329716973 .899727795678346
- .025263500000000005 0 .0271 .002504880157106371 .0024 .002945542432899536 .3942485114756091
- end
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