Dear Stata Users,
Please help me with the following issue. I have the data below where “gvkey” is a firm identifier, “fyear” fiscal year, “investigation” – is the number of consecutive years that a firm is under investigation, “score” is the level of firms reputation (increases with the rating). Can you please help me to estimate hazard model in order to investigate how long a firm stays under consecutive investigation given its level of reputation?
Please help me with the following issue. I have the data below where “gvkey” is a firm identifier, “fyear” fiscal year, “investigation” – is the number of consecutive years that a firm is under investigation, “score” is the level of firms reputation (increases with the rating). Can you please help me to estimate hazard model in order to investigate how long a firm stays under consecutive investigation given its level of reputation?
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input str6 gvkey double fyear float(score investigation) "001004" 1991 .36668235 . "001004" 1995 .4518225 . "001004" 1996 .4366576 . "001004" 1997 .280829 . "001004" 1998 .3167331 . "001004" 1999 .335123 . "001004" 2000 .3013004 . "001004" 2001 .23537242 . "001004" 2002 .21780014 . "001004" 2009 .21538855 . "001004" 2010 .121961 . "001004" 2012 .11789893 . "001004" 2013 .11486743 . "001004" 2014 .03917819 . "001009" 1991 .56247663 . "001009" 1992 .6663252 . "001009" 1993 .5548004 . "001009" 1994 .42482805 . "001013" 2009 .20085655 . "001013" 2010 .19832867 1 "001034" 1995 .335645 . "001034" 1996 .37798005 . "001034" 1997 .327492 . "001034" 1998 .3499495 . "001034" 1999 .31942976 . "001034" 2000 .26431492 . "001034" 2001 .21923172 . "001034" 2002 .18681677 . "001034" 2003 .25946015 . "001034" 2004 .2178607 . "001034" 2005 .1680248 . "001034" 2006 .05781454 . "001034" 2007 .10863132 . "001036" 1997 .3856214 . "001036" 1998 .4827335 . "001036" 1999 .486646 . "001036" 2000 .3767102 . "001054" 1992 .3006461 . "001054" 1993 .2401931 . "001056" 1999 .26364315 . "001056" 2000 .19708097 . "001056" 2001 .17716374 1 "001056" 2002 .13572516 . "001056" 2003 .1204003 . "001056" 2004 .05706221 . "001056" 2005 .04770107 . "001056" 2006 .02454672 . "001072" 1998 .25798723 . "001072" 1999 .21268784 1 "001072" 2000 .15877776 2 "001072" 2001 .13009542 . "001072" 2002 .0965055 1 "001072" 2003 .11057298 . "001072" 2004 .029707603 . "001072" 2014 -.027464435 . "001078" 2015 -.02274275 . "001081" 2006 .2030514 . "001094" 2004 .07574526 1 "001094" 2005 .02113352 2 "001098" 1994 .4703032 . "001111" 1995 .25531545 . "001111" 1996 .27745888 1 "001111" 1997 .19730458 2 "001111" 1998 .27300152 3 "001111" 2000 .2488593 . "001111" 2001 .2180557 1 "001111" 2002 .13977523 2 "001111" 2003 .10051212 3 "001111" 2004 .035940673 4 "001111" 2005 .02341726 5 "001111" 2006 -.010462924 6 "001111" 2007 -.02659348 7 "001115" 1994 .20663323 . "001115" 1995 .1979103 . "001115" 1996 .24134396 . "001115" 1997 .1859536 . "001115" 1998 .19416074 . "001115" 1999 .2138665 . "001128" 1991 .23618147 . "001128" 1992 .27059516 . "001128" 1993 .23983558 . "001137" 1992 .26680586 . "001137" 1993 .25499123 . "001137" 1994 .3910683 . "001161" 1991 .4323609 . "001161" 1992 .3272092 . "001161" 1993 .16602276 . "001161" 1994 .3504707 . "001161" 1995 .4481675 . "001161" 1996 .4903389 . "001161" 1997 .4061499 . "001161" 1998 .3635488 . "001161" 1999 .3368285 . "001161" 2000 .23540454 . "001161" 2001 .18785053 1 "001161" 2002 .1365453 . "001161" 2003 .2024944 1 "001161" 2004 .1574431 . "001161" 2005 .12169088 . "001161" 2006 .0644054 1 end
