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stats.do
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************************************************************************
global Path = "C:\Users\f.grevemunoz\Dropbox\Research\panjivaus_imputevalue_shippingtime_yq"
********************************************************************
use "${Path}\panjiva.dta", clear
order id gvkey_hs6 gvkey hs6 date, first
tab classif
tab classification
levelsof classif
*dap
*mkvaltq
*saleq
*roa
*roe
*roi
*salegr
label variable dap_ln " $ \log(dap) $ "
label variable mkvaltq_ln " $ \log(mkvaltq) $ "
label variable saleq_ln " $ \log(saleq) $ "
label variable roa " $ ROA $ "
label variable roe " $ ROE $ "
**********
* ROA
tabstat roa , c(stat) stat(min p1 p5 p10 p25 p50 p75 p90 p95 p99 max) save
matrix b = r(StatTotal)
global p1roa = b[2,1]
global p99roa = b[10,1]
tabstat roa if roa>=$p1roa & roa<=$p99roa, c(stat) stat(mean sd q n)
***********
* ROE
tabstat roe , c(stat) stat(min p1 p5 p10 p25 p50 p75 p90 p95 p99 max) save
matrix b = r(StatTotal)
global p1roe = b[2,1]
global p99roe = b[10,1]
tabstat roe if roe>=$p1roe & roe<=$p99roe, c(stat) stat(mean sd q n)
************
*#delimit ;
*estpost
*tabstat
*dap_ln mkvaltq_ln saleq_ln roa roe
*if roa>=$p1roa & roa<=$p99roa
*& roe>=$p1roe & roa<=$p99roe
*, c(stat) stat(mean sd q n)
*; #delimit cr
********************************************************************
* TOTAL
est clear
**********
* ROA
tabstat roa , c(stat) stat(min p1 p5 p10 p25 p50 p75 p90 p95 p99 max) save
matrix b = r(StatTotal)
global p1roa = b[2,1]
global p99roa = b[10,1]
tabstat roa if roa>=$p1roa & roa<=$p99roa, c(stat) stat(mean sd q n)
***********
* ROE
tabstat roe , c(stat) stat(min p1 p5 p10 p25 p50 p75 p90 p95 p99 max) save
matrix b = r(StatTotal)
global p1roe = b[2,1]
global p99roe = b[10,1]
tabstat roe if roe>=$p1roe & roe<=$p99roe, c(stat) stat(mean sd q n)
************
#delimit ;
estpost
tabstat
dap_ln mkvaltq_ln saleq_ln roa roe
if roa>=$p1roa & roa<=$p99roa
& roe>=$p1roe & roa<=$p99roe
, c(stat) stat(mean sd q n)
; #delimit cr
#delimit ;
esttab
using "${Path}/DOC/stats/stats_total.tex", replace
cells(
"mean(fmt(%9.2fc))
sd(fmt(%9.2fc))
p25(fmt(%9.2fc))
p50(fmt(%9.2fc))
p75(fmt(%9.2fc))
count(fmt(%9.0fc))")
nomtitle nonote noobs label
substitute(_ _ $ $ % \%)
plain fragment type
mlabels(none) collabels(none)
; #delimit cr
*compress
est clear
#delimit ;
estpost
tabstat
dap_ln mkvaltq_ln saleq_ln roa roe
if after==0
& roa>=$p1roa & roa<=$p99roa
& roe>=$p1roe & roa<=$p99roe
, c(stat) stat(mean sd q n)
; #delimit cr
#delimit ;
esttab
using "${Path}/DOC/stats/stats_total_t0.tex", replace
cells(
"mean(fmt(%9.2fc))
sd(fmt(%9.2fc))
p25(fmt(%9.2fc))
p50(fmt(%9.2fc))
p75(fmt(%9.2fc))
count(fmt(%9.0fc))")
nomtitle nonote noobs label
substitute(_ _ $ $ % \%)
plain fragment type
mlabels(none) collabels(none)
; #delimit cr
est clear
#delimit ;
estpost
tabstat
dap_ln mkvaltq_ln saleq_ln roa roe
if after==1
& roa>=$p1roa & roa<=$p99roa
& roe>=$p1roe & roa<=$p99roe
, c(stat) stat(mean sd q n)
; #delimit cr
#delimit ;
esttab
using "${Path}/DOC/stats/stats_total_t1.tex", replace
cells(
"mean(fmt(%9.2fc))
sd(fmt(%9.2fc))
p25(fmt(%9.2fc))
p50(fmt(%9.2fc))
p75(fmt(%9.2fc))
count(fmt(%9.0fc))")
nomtitle nonote noobs label
substitute(_ _ $ $ % \%)
plain fragment type
mlabels(none) collabels(none)
; #delimit cr
********************************************************************
* SECTORS
*06-15
*64-67
drop if classif=="06-15"
drop if classif=="64-67"
drop if classif==""
tab classif
tab classification
levelsof classif, local(CLASE)
foreach c of local CLASE {
display "`c'"
est clear
**********
* ROA
tabstat roa if classif=="`c'", c(stat) stat(min p1 p5 p10 p25 p50 p75 p90 p95 p99 max) save
matrix b = r(StatTotal)
global p1roa = b[2,1]
global p99roa = b[10,1]
tabstat roa if roa>=$p1roa & roa<=$p99roa, c(stat) stat(mean sd q n)
***********
* ROE
tabstat roe if classif=="`c'", c(stat) stat(min p1 p5 p10 p25 p50 p75 p90 p95 p99 max) save
matrix b = r(StatTotal)
global p1roe = b[2,1]
global p99roe = b[10,1]
tabstat roe if roe>=$p1roe & roe<=$p99roe, c(stat) stat(mean sd q n)
************
#delimit ;
estpost
tabstat
dap_ln mkvaltq_ln saleq_ln roa roe
if classif=="`c'"
& roa>=$p1roa & roa<=$p99roa
& roe>=$p1roe & roa<=$p99roe
, c(stat) stat(mean sd q n)
; #delimit cr
#delimit ;
esttab
using "${Path}/DOC/stats/stats_`c'.tex", replace
cells(
"mean(fmt(%9.2fc))
sd(fmt(%9.2fc))
p25(fmt(%9.2fc))
p50(fmt(%9.2fc))
p75(fmt(%9.2fc))
count(fmt(%9.0fc))")
nomtitle nonote noobs label
substitute(_ _ $ $ % \%)
plain fragment type
mlabels(none) collabels(none)
; #delimit cr
}
levelsof classif, local(CLASE)
foreach c of local CLASE {
display "`c'"
est clear
#delimit ;
estpost
tabstat
dap_ln mkvaltq_ln saleq_ln roa roe
if classif=="`c'" & after==0
& roa>=$p1roa & roa<=$p99roa
& roe>=$p1roe & roa<=$p99roe
, c(stat) stat(mean sd q n)
; #delimit cr
#delimit ;
esttab
using "${Path}/DOC/stats/stats_`c'_t0.tex", replace
cells(
"mean(fmt(%9.2fc))
sd(fmt(%9.2fc))
p25(fmt(%9.2fc))
p50(fmt(%9.2fc))
p75(fmt(%9.2fc))
count(fmt(%9.0fc))")
nomtitle nonote noobs label
substitute(_ _ $ $ % \%)
plain fragment type
mlabels(none) collabels(none)
; #delimit cr
}
levelsof classif, local(CLASE)
foreach c of local CLASE {
display "`c'"
est clear
#delimit ;
estpost
tabstat
dap_ln mkvaltq_ln saleq_ln roa roe
if classif=="`c'" & after==1
& roa>=$p1roa & roa<=$p99roa
& roe>=$p1roe & roa<=$p99roe
, c(stat) stat(mean sd q n)
; #delimit cr
#delimit ;
esttab
using "${Path}/DOC/stats/stats_`c'_t1.tex", replace
cells(
"mean(fmt(%9.2fc))
sd(fmt(%9.2fc))
p25(fmt(%9.2fc))
p50(fmt(%9.2fc))
p75(fmt(%9.2fc))
count(fmt(%9.0fc))")
nomtitle nonote noobs label
substitute(_ _ $ $ % \%)
plain fragment type
mlabels(none) collabels(none)
; #delimit cr
}