Hi everyone,
I am trying to export means and t-statistics of variables of a dataset to a table.
I would like to show the means and t-values of the variable "car" for 2 categories ("Acquirer" and "Target" from the variable "nfirm") as well as 2 subcategories ("Low Premium" and "High Premium" from the variable "premium_20d_cat") for both Acquirers and Targets. Also, I am only interested in "car" when "event_day" = 5. I also want to calculate the difference in the mean "car" between Acquirers-High Premium vs. Acquirers-Low Premium and between Targets-High Premium vs. Targets-Low Premium and test for significance.
Basically, the structure would be like this:
I have succeeded in calculating the means and t-values using the following commands but cannot quite get to formatting an output table...
Does anybody have idea on how I could do that? Thank you very much for your help!
I am trying to export means and t-statistics of variables of a dataset to a table.
I would like to show the means and t-values of the variable "car" for 2 categories ("Acquirer" and "Target" from the variable "nfirm") as well as 2 subcategories ("Low Premium" and "High Premium" from the variable "premium_20d_cat") for both Acquirers and Targets. Also, I am only interested in "car" when "event_day" = 5. I also want to calculate the difference in the mean "car" between Acquirers-High Premium vs. Acquirers-Low Premium and between Targets-High Premium vs. Targets-Low Premium and test for significance.
Basically, the structure would be like this:
- All Acquirers
- Acquirers-High Premium
- Acquirers-Low Premium
- Difference High Premium vs. Low Premium for Acquirers
- All Targets
- Targets-High Premium
- Targets-Low Premium
- Difference High Premium vs. Low Premium for Targets
I have succeeded in calculating the means and t-values using the following commands but cannot quite get to formatting an output table...
Does anybody have idea on how I could do that? Thank you very much for your help!
Code:
*** Obtaining means and t-statistics *** by nfirm, sort : ttest car == 0 if event_day==5 by nfirm premium_20d_cat, sort : ttest car == 0 if event_day==5 *** Testing for significance between Low and High Premiums *** by nfirm, sort : ttest car if event_day==5, by(premium_20d_cat)
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float co_id byte event_id float event_day byte day str8 firm long nfirm float(ar tvalue car premium_20d premium_20d_cat) 1 1 -5 1 "Target" 2 -.0059 -.3933 -.0059 .4660268 1 1 1 -4 2 "Target" 2 -.017 -1.1333 -.0229 .4660268 1 1 1 -3 3 "Target" 2 -.0208 -1.3867 -.0437 .4660268 1 1 1 -2 4 "Target" 2 .0102 .68 -.0335 .4660268 1 1 1 -1 5 "Target" 2 -.0217 -1.4467 -.0552 .4660268 1 1 1 0 6 "Target" 2 .3365 22.4333 .28129998 .4660268 1 1 1 1 7 "Target" 2 .004 .2667 .2853 .4660268 1 1 1 2 8 "Target" 2 .016 1.0667 .3013 .4660268 1 1 1 3 9 "Target" 2 .0196 1.3067 .3209 .4660268 1 1 1 4 10 "Target" 2 .0117 .78 .3326 .4660268 1 1 1 5 11 "Target" 2 -.003 -.2 .3296 .4660268 1 67 1 -5 1 "Acquirer" 1 -.0067 -.5447 -.0067 .4660268 1 67 1 -4 2 "Acquirer" 1 -.0123 -1 -.019 .4660268 1 67 1 -3 3 "Acquirer" 1 .0017 .1382 -.017299999 .4660268 1 67 1 -2 4 "Acquirer" 1 .0006 .0488 -.016699998 .4660268 1 67 1 -1 5 "Acquirer" 1 -.0091 -.7398 -.025799997 .4660268 1 67 1 0 6 "Acquirer" 1 -.0366 -2.9756 -.0624 .4660268 1 67 1 1 7 "Acquirer" 1 .006 .4878 -.0564 .4660268 1 67 1 2 8 "Acquirer" 1 .0249 2.0244 -.031499997 .4660268 1 67 1 3 9 "Acquirer" 1 .0019 .1545 -.029599996 .4660268 1 67 1 4 10 "Acquirer" 1 -.0015 -.122 -.031099996 .4660268 1 67 1 5 11 "Acquirer" 1 .002 .1626 -.029099995 .4660268 1 2 2 -5 1 "Target" 2 .0132 .8627 .0132 .3043694 1 2 2 -4 2 "Target" 2 -.0124 -.8105 .0007999996 .3043694 1 2 2 -3 3 "Target" 2 .0821 5.366 .0829 .3043694 1 2 2 -2 4 "Target" 2 -.0016 -.1046 .0813 .3043694 1 2 2 -1 5 "Target" 2 -.0086 -.5621 .072699994 .3043694 1 2 2 0 6 "Target" 2 .0155 1.0131 .0882 .3043694 1 2 2 1 7 "Target" 2 .0933 6.098 .1815 .3043694 1 2 2 2 8 "Target" 2 .0094 .6144 .1909 .3043694 1 2 2 3 9 "Target" 2 .0169 1.1046 .2078 .3043694 1 2 2 4 10 "Target" 2 -.0062 -.4052 .2016 .3043694 1 2 2 5 11 "Target" 2 -.0058 -.3791 .1958 .3043694 1 68 2 -5 1 "Acquirer" 1 .0133 1.3434 .0133 .3043694 1 68 2 -4 2 "Acquirer" 1 -.0032 -.3232 .0101 .3043694 1 68 2 -3 3 "Acquirer" 1 .0217 2.1919 .0318 .3043694 1 68 2 -2 4 "Acquirer" 1 -.0055 -.5556 .0263 .3043694 1 68 2 -1 5 "Acquirer" 1 .0023 .2323 .0286 .3043694 1 68 2 0 6 "Acquirer" 1 .0023 .2323 .0309 .3043694 1 68 2 1 7 "Acquirer" 1 -.1009 -10.1919 -.07 .3043694 1 68 2 2 8 "Acquirer" 1 -.0086 -.8687 -.0786 .3043694 1 68 2 3 9 "Acquirer" 1 .0117 1.1818 -.06690001 .3043694 1 68 2 4 10 "Acquirer" 1 -.0088 -.8889 -.0757 .3043694 1 68 2 5 11 "Acquirer" 1 -.0037 -.3737 -.0794 .3043694 1 3 3 -5 1 "Target" 2 .0432 4.5 .0432 .3158921 1 3 3 -4 2 "Target" 2 .057 5.9375 .1002 .3158921 1 3 3 -3 3 "Target" 2 .0164 1.7083 .1166 .3158921 1 3 3 -2 4 "Target" 2 .0013 .1354 .1179 .3158921 1 3 3 -1 5 "Target" 2 .0079 .8229 .1258 .3158921 1 3 3 0 6 "Target" 2 .0198 2.0625 .14559999 .3158921 1 3 3 1 7 "Target" 2 .0157 1.6354 .1613 .3158921 1 3 3 2 8 "Target" 2 .015 1.5625 .1763 .3158921 1 3 3 3 9 "Target" 2 .0092 .9583 .1855 .3158921 1 3 3 4 10 "Target" 2 .0248 2.5833 .2103 .3158921 1 3 3 5 11 "Target" 2 -.011 -1.1458 .1993 .3158921 1 69 3 -5 1 "Acquirer" 1 .0782 9.093 .0782 .3158921 1 69 3 -4 2 "Acquirer" 1 -.0195 -2.2674 .0587 .3158921 1 69 3 -3 3 "Acquirer" 1 -.0019 -.2209 .0568 .3158921 1 69 3 -2 4 "Acquirer" 1 .0117 1.3605 .0685 .3158921 1 69 3 -1 5 "Acquirer" 1 -.0221 -2.5698 .0464 .3158921 1 69 3 0 6 "Acquirer" 1 -.0775 -9.0116 -.031100005 .3158921 1 69 3 1 7 "Acquirer" 1 .0339 3.9419 .002799995 .3158921 1 69 3 2 8 "Acquirer" 1 .0074 .8605 .010199996 .3158921 1 69 3 3 9 "Acquirer" 1 .0071 .8256 .017299995 .3158921 1 69 3 4 10 "Acquirer" 1 .0156 1.814 .032899994 .3158921 1 69 3 5 11 "Acquirer" 1 -.0071 -.8256 .025799993 .3158921 1 4 4 -5 1 "Target" 2 .0111 .2741 .0111 1.0607027 1 4 4 -4 2 "Target" 2 .0036 .0889 .0147 1.0607027 1 4 4 -3 3 "Target" 2 -.0168 -.4148 -.0021000002 1.0607027 1 4 4 -2 4 "Target" 2 .0059 .1457 .0038 1.0607027 1 4 4 -1 5 "Target" 2 .002 .0494 .0058 1.0607027 1 4 4 0 6 "Target" 2 .4035 9.963 .4093 1.0607027 1 4 4 1 7 "Target" 2 .0184 .4543 .4277 1.0607027 1 4 4 2 8 "Target" 2 .0016 .0395 .4293 1.0607027 1 4 4 3 9 "Target" 2 -.0077 -.1901 .4216 1.0607027 1 4 4 4 10 "Target" 2 -.0051 -.1259 .4165 1.0607027 1 4 4 5 11 "Target" 2 .0189 .4667 .4354 1.0607027 1 70 4 -5 1 "Acquirer" 1 .0142 .5 .0142 1.0607027 1 70 4 -4 2 "Acquirer" 1 .0083 .2923 .0225 1.0607027 1 70 4 -3 3 "Acquirer" 1 .0135 .4754 .036000002 1.0607027 1 70 4 -2 4 "Acquirer" 1 -.0012 -.0423 .0348 1.0607027 1 70 4 -1 5 "Acquirer" 1 -.0072 -.2535 .0276 1.0607027 1 70 4 0 6 "Acquirer" 1 .102 3.5915 .1296 1.0607027 1 70 4 1 7 "Acquirer" 1 .0062 .2183 .1358 1.0607027 1 70 4 2 8 "Acquirer" 1 -.0849 -2.9894 .0509 1.0607027 1 70 4 3 9 "Acquirer" 1 .0065 .2289 .0574 1.0607027 1 70 4 4 10 "Acquirer" 1 .0084 .2958 .0658 1.0607027 1 70 4 5 11 "Acquirer" 1 -.0015 -.0528 .0643 1.0607027 1 5 5 -5 1 "Target" 2 .0052 .7429 .0052 .22611295 0 5 5 -4 2 "Target" 2 .0066 .9429 .0118 .22611295 0 5 5 -3 3 "Target" 2 -.0002 -.0286 .0116 .22611295 0 5 5 -2 4 "Target" 2 .0034 .4857 .015 .22611295 0 5 5 -1 5 "Target" 2 -.009 -1.2857 .006000001 .22611295 0 5 5 0 6 "Target" 2 .0055 .7857 .0115 .22611295 0 5 5 1 7 "Target" 2 .0685 9.7857 .08 .22611295 0 5 5 2 8 "Target" 2 .0112 1.6 .0912 .22611295 0 5 5 3 9 "Target" 2 -.0047 -.6714 .0865 .22611295 0 5 5 4 10 "Target" 2 .0005 .0714 .087 .22611295 0 5 5 5 11 "Target" 2 .0215 3.0714 .1085 .22611295 0 71 5 -5 1 "Acquirer" 1 -.0078 -.624 -.0078 .22611295 0 end label values nfirm nfirm label def nfirm 1 "Acquirer", modify label def nfirm 2 "Target", modify label values premium_20d_cat lblpremium label def lblpremium 0 "Low Premium", modify label def lblpremium 1 "High Premium", modify
