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name: <unnamed>
log: /Users/baum/Desktop/327regress.smcl
log type: smcl
opened on: 19 Jan 2010, 09:19:57
. use http://fmwww.bc.edu/cfb/boyan/UDCL_IRRC_3,clear
. describe
Contains data from http://fmwww.bc.edu/cfb/boyan/UDCL_IRRC_3.dta
obs: 25,105
vars: 117 18 Jun 2008 09:18
size: 11,297,250 (97.9% of memory free)
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storage display value
variable name type format label variable label
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dnum int %8.0g industry classification code
cnum str6 %6s cusip issuer code
cic str3 %3s cusip issue number and check digit
smbl str7 %7s stock ticker symbol
spdrc str2 %2s s&p lt domest. issuer credit rating- cur
spdrcf str1 %1s ftnt- s&p lt dom issuer cred rating- cur
subdbt str1 %1s s&p subordinated debt rating - current
spcprc str3 %3s s&p st domest. issuer credit rating- cur
date int %d fiscal year
data1 double %10.0g cash and short-term investments (mm$)
data2 double %10.0g receivables - total (mm$)
data5 double %10.0g current liabilities - total (mm$)
data6 double %10.0g assets - total (mm$)
data9 double %10.0g long-term debt - total (mm$)
data10 double %10.0g preferred stock - liquidating value(mm$)
data12 double %10.0g sales (net) (mm$)
data13 float %9.0g operating income before deprec. (mm$)
data14 float %9.0g depreciation and amortization (mm$)
data15 float %9.0g interest expense (mm$)
data16 float %9.0g income taxes - total (mm$)
data17 float %9.0g special items (mm$)
data18 float %9.0g income before extraordinary items (mm$)
data21 float %9.0g dividends - common (mm$)
data25 float %9.0g common shares outstanding (mm)
data34 double %10.0g debt in current liabilities (mm$)
data35 float %9.0g deferred tax & invest tax credit...(mm$)
data46 float %9.0g research and development expense (mm$)
data50 float %9.0g deferred taxes (income account) (mm$)
data51 float %9.0g investment tax credit (income acct)(mm$)
data54 float %9.0g common shares used to calculate eps (mm)
data56 double %10.0g preferred stock - redemption value (mm$)
data79 float %9.0g debt - convertible (mm$)
data108 float %9.0g sale of common and pref. stock... (mm$)
data111 double %10.0g long-term debt - issuance... (mm$)
data114 double %10.0g long-term debt - reduction... (mm$)
data115 float %9.0g purchase of common and pref. stock (mm$)
data128 float %9.0g capital expenditures (scf) (mm$)
data129 double %10.0g acquisitions (statement of cf) (mm$)
data130 float %9.0g preferred stock - carrying value (mm$)
data179 float %9.0g working capital (balance sheet) (mm$)
data180 float %9.0g working capital change - total(soc)(mm$)
data192 float %9.0g extraordinary items (mm$)
data199 double %10.0g price -- fiscal year -- close ($&c)
data236 float %9.0g working capital change- other... (mm$)
data274 float %9.0g cash & cash equiv- increase(dec)...(mm$)
data280 byte %8.0g s&p lt domestic issuer credit rating
data283 int %8.0g s&p st dom. issuer credit rating- hist
data301 double %10.0g changes in current debt (scf) (mm$)
coname str28 %28s company name
yeara float %8.0g fiscal year
company str48 %48s company name
blankcheck byte %8.0g blank check preferred
cboard byte %8.0g classified board
fairprice byte %8.0g fair price
supermajor byte %8.0g supermajority to approve merger
antigreen byte %8.0g antigreenmail
lwcnst byte %8.0g limit ability to act by written consent
lspmt byte %8.0g limit ability to call special meeting
dutiesnf byte %8.0g director's duties--nonfinancial impact
dualclass byte %8.0g dual class common stock
uneqvote byte %8.0g unequal voting rights
lachtr byte %8.0g limit ability to amend charter
ppill byte %8.0g poison pill
advnr byte %8.0g advance notice requirements
confvote byte %8.0g confidential voting
exsvchg byte %8.0g change in control provisions
sparachute byte %8.0g silver parachute
pparachute byte %8.0g pension parachute
cumvote byte %8.0g cumulative voting
labylw byte %8.0g limit ability to amend bylaws
compplan byte %8.0g compensation plan with change in control
cumvotess byte %8.0g substantial shareholder
gparachute byte %8.0g golden parachutes
oo_buscomp byte %8.0g opt out of buscomb/freezeout law
oo_cashout_pa byte %8.0g opt out of control share cashout law (pa)
oo_csa byte %8.0g opt out of control share acquisition law(csa)
oo_duties byte %8.0g opt out of directors duties law
oo_fairprice byte %8.0g opt out of fair price law
oo_rprofits byte %8.0g opt out of recapture of profits law
oi_bc_ga byte %8.0g opt in to buscomb/freezeout law(ga)
oi_fp_ga byte %8.0g opt in to fair price law(ga)
oi_csa byte %8.0g opt in to control share acquisition law(csa)
exch str6 %6s stocke exchange
dirind byte %8.0g director indemnification
dirindc byte %8.0g indemnification contracts
dirliab byte %8.0g director liability
execsv byte %8.0g executive severance agreement
state str2 %2s state of incorporation
de_inc byte %8.0g delaware incorporation
sl_buscomp byte %8.0g business combination law
sl_fairprice byte %8.0g fair price law
sl_csa byte %8.0g control share acquisition law
sl_rprofits byte %8.0g recapture of profits law
sl_cashout byte %8.0g cash out law
sl_duties byte %8.0g director's duties law
date1 long %d beginning day. date used to create range of time when irrc data is applicable.
date2 long %d ending day. date used to create range of time when irrc data is applicable.
gindex byte %8.0g governance index (gompers, ishii, metrick)
secretballot byte %8.0g combined secret ballot
goldenparachute byte %8.0g combined golden parachutes
severance byte %8.0g combined severance
page int %8.0g irrc page number
yr_reinc byte %8.0g year of reincorporation
ecumvote byte %8.0g eliminate cumulative voting
empc byte %8.0g employee contracts
scrtbt byte %8.0g secret ballot
cik str10 %10s cik
mergecusip byte %8.0g
mergeticker byte %8.0g
matched float %9.0g
prsd float %9.0g
TB3MS double %10.0g (mean) TB3MS
CPIAUCSL double %10.0g (mean) CPIAUCSL
dlead float %9.0g (mean) dlead
leadinc_v double %10.0g (mean) leadinc_v
infl_v double %10.0g (mean) infl_v
firmid long %8.0g firmid cusip issuer code
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Sorted by: firmid yeara
. regress data13 data1 data6 data128
Source | SS df MS Number of obs = 22571
-------------+------------------------------ F( 3, 22567) =36596.20
Model | 1.4867e+11 3 4.9556e+10 Prob > F = 0.0000
Residual | 3.0558e+10 22567 1354116.81 R-squared = 0.8295
-------------+------------------------------ Adj R-squared = 0.8295
Total | 1.7922e+11 22570 7940847.62 Root MSE = 1163.7
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data13 | Coef. Std. Err. t P>|t| [95% Conf. Interval]
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data1 | .025044 .002108 11.88 0.000 .0209122 .0291758
data6 | .0402924 .0003305 121.93 0.000 .0396447 .0409401
data128 | 1.022948 .0083884 121.95 0.000 1.006506 1.03939
_cons | 133.3911 8.041872 16.59 0.000 117.6284 149.1537
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.
. estat vce
Covariance matrix of coefficients of regress model
e(V) | data1 data6 data128 _cons
-------------+------------------------------------------------
data1 | 4.444e-06
data6 | -5.761e-07 1.092e-07
data128 | 5.056e-06 -1.239e-06 .00007037
_cons | -.00027526 -.00007911 -.01367697 64.671705
. log close
name: <unnamed>
log: /Users/baum/Desktop/327regress.smcl
log type: smcl
closed on: 19 Jan 2010, 09:20:42
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