VaR（Value at Risk）模型，即风险价值模型，是一种用于金融风险管理的统计工具，主要用于量化和衡量投资组合或金融资产在一定置信水平下，预期在给定时间内可能遭受的最大损失。VaR模型的目的是提供一个风险度量，帮助投资者、风险管理者和决策者了解潜在的市场风险，并据此制定相应的风险控制策略。VaR模型的基本思想是...
请问给定一个100个数据的数据集,要怎么用stata计算99%和95%置信水平下的VaR(value-at-risk)呢?应该用哪个命令 添加哪些选择…显示全部 关注者7 被浏览1,377 关注问题写回答 邀请回答 好问题 添加评论 分享 暂时还没有回答,开始写第一个回答...
Stata J. 19, 581–597 (2019). Braley, A. & Lenz, G. S. Replication code and data for ‘Why voters who value democracy participate in democratic backsliding’. OSF https://doi.org/10.17605/OSF.IO/4BDET (2023). Download references Acknowledgements For helpful feedback, we thank C. Amat...
We created claims measures and ran descriptive, validation, regression, and correlation analyses using SAS, version 9.4 (SAS Institute Inc) and Stata, version 16.1 (StataCorp LLC). To create the figures, we used Python in Google Collaboratory and Tableau Public. Reported P values were 2-sided,...
Analysis was at the patient level, using Stata, version 16.1 (StataCorp) and R, versions 3.6.2-4.0.4 (R Foundation for Statistical Computing) software.43,44 Data were analyzed from December 23, 2019, to June 21, 2021. Results A total of 5 993 010 VHA patients were enrolleed in ...
The assessment was made based on the risk score for diabetes (FIND RISC), anthropometric indices, and glucose metabolism parameters. The statistical analysis was performed in SPSS 27.0, STATA and Microsoft Excel. Results: The studied population consisted of 112 subjects, 38.4% being included in ...
ameglio nota con l'acronimo ARIE, è il registro del cittadini italiani che risiedono all‘estero.è stata istiuita con la legge 470 del 27 ottobre 1998 更好著名以首字母缩略词宣扬,它是居住所有`estero.è是istiuita以法律470 1998年10月27日意大利公民的登记[translate] ...
These analyses were performed using SAS 9.4 and Stata 17. Results The collected sample included 1,050 respondents for the cTTO tasks; 2,725 respondents for the simple DCE tasks; 2,739 for the DCE with duration tasks; and 2,742 for the ternary DCE tasks. Thus, we were able to collect ...
All P values were from 2-sided tests, and results were deemed significant at P < .05. Study data were analyzed using Stata statistical software version 16.1 (StataCorp) from August 2020 through January 2021. Results Among 11 677 individuals enrolled in TM and 5164 individuals enrolled ...
Robust standard errors adjusted for clustering of patients at the same hospital were calculated for all multivariable analyses. All tests were 2 sided. Statistical significance was set at P < .05. Analyses were performed using SAS, version 9.4 (SAS Institute Inc), and Stata, version 13 (...