CSV (Comma Separated Values) is a text file in which the values in columns are separated by a comma. For importing data in the R programming environment, we have to set our working directory with the setwd() function. For example: setwd("C:/Users/intellipaat/Desktop/BLOG/files") To rea...
Chunk of Python code continues to run after clicking on red square Subsetting dataset to include numerical values in a column Bookdown: Blank output files (basically the output in HTML is blank an no RMD data is shown) Add a Zoom on my plot Pink dots appear in files and unabl...
Dear Statalisters, I am running some regressions, they look like: hrs = alpha + beta (laghrs) + gamma (phr) svy: regress hrs laghrs phr if year==1| year==2 I am actually interested in getting the a) value of 1-beta, (1 minus beta) b) check the significance of 1-beta. c)...
When you specify timevar, you may then use Stata's time-series operators such as L. and F. (lag and lead) in other commands. The operators will be interpreted as lagged and lead values within panel. The storage types of both panelvar and timevar must be numeric, and both variables ...
Models (2) and (5) in Table A4 present the p-values for mathematics and reading respectively. According to the authors, a larger F-test p-value implies better pre-trend fitting, since it suggests that pre-treatment differential trends have not been found. This is true for both outcomes, ...
Within this framework, bubbles occur when asset prices become detached from their intrinsic values, often driven by factors such as investor sentiment, herd behavior, or speculative trading. These deviations can lead to temporary periods of overvaluation or undervaluation in asset prices, creating ...
I'm attempting to output observations to a SAS dataset on my company's server in SAS Enterprise Guide from within a data _null_ step. Here's the basic idea using a test dataset: data test_data; input y x1 x2; cards; 1 2 3 10 20 30 100 200 300 ; run; data _NUL...
With a censored dependent variable like in our models, the economic effect size of an explanatory variable of interest on a dependent variable should be influenced by not only a coefficient of the explanatory variable of interest but also all the values of the covariate variables and parameters (...
We tested the specified models up to nine lags, in which BIC and HQC identified one lag as the optimum number of lags, and AIC suggested using six lags. Thus, we incorporated one lag as two out of three tests suggested. To estimate the effects of PCSR and PFI on customer satisfaction ...
Values for market dispersion, product interdependency, instability, uncertainty, capacity, and growth are based on the respective samples used. Statistically significant correlations (p < 0.05; two-tailed tests) are marked with an asterisk. The variables firm size and firm growth are logged. For ...