09-01-2015
MR_Xishuai
Calcite | Level 5
Member since
09-30-2014
- 8 Posts
- 3 Likes Given
- 0 Solutions
- 0 Likes Received
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Latest posts by MR_Xishuai
Subject Views Posted 2082 03-22-2015 08:10 PM 1202 03-12-2015 11:15 AM 6352 02-04-2015 10:41 AM 8506 10-13-2014 11:37 AM 8818 10-13-2014 10:30 AM 1516 10-13-2014 10:27 AM 2011 10-01-2014 05:47 AM 1478 10-01-2014 05:45 AM -
Activity Feed for MR_Xishuai
- Posted Fama French 25 Portfolio Returns: How can I get SAS or Excel files rather than text? on SAS Data Science. 03-22-2015 08:10 PM
- Posted How to deal with Multipul Permnos when calculating CAR? on SAS Data Science. 03-12-2015 11:15 AM
- Posted Test the difference for median ? on Statistical Procedures. 02-04-2015 10:41 AM
- Liked Re: How to create year series? for Astounding. 11-27-2014 03:22 PM
- Posted Re: how to run the regression if the dependent variable is a ranking number on SAS Data Science. 10-13-2014 11:37 AM
- Liked Re: how to run the regression if the dependent variable is a ranking number for M_Maldonado. 10-13-2014 11:35 AM
- Posted how to run the regression if the dependent variable is a ranking number on SAS Data Science. 10-13-2014 10:30 AM
- Posted How to run the regression if the dependent variable is a ranking number? on Statistical Procedures. 10-13-2014 10:27 AM
- Liked Re: How to create year series between two years? for data_null__. 10-13-2014 10:17 AM
- Posted How to create year series between two years? on Statistical Procedures. 10-01-2014 05:47 AM
- Posted How to create year series? on SAS Data Science. 10-01-2014 05:45 AM
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Posts I Liked
Subject Likes Author Latest Post 1 1 1
03-22-2015
08:10 PM
Hi All, I am trying to get the Fama French 25 Portfolio Returns, but on Fama French's Data Library website:Kenneth R. French - Data Library I could only get the txt files. And I could not just copy it to excel as it will result in just one variable(all the observations in just one row). Is there a way that I could make them into a nice format(either SAS or Excel format)? I am wondering do they provide these data in SAS or Excel format? Or is there a way for me to create them from the .txt file they provided? Thanks so much!
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03-12-2015
11:15 AM
Hi all, I want to get the stock information for my sample in order to calculate abnormal cumulative return(CAR). However, there are some companies having more than one permnos at the time of my event. I am very confused how to deal with this kind of situation? Is there any reasonable way that I could delete all the duplicates? Cheers.
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02-04-2015
10:41 AM
Hi guys, I have a very basic question, but could not find the convincing answer from Interest. I have two groups with different number of observations. I have already got the mean and median of the two group and the figure shows group A is larger than group B. But I do not know whether these are significant or not. So I want to do the univariate test to look at whether they have the same mean and same median. According to papers, the basic steps is to do t-test for mean and Wilcoxon test for median. But I have several questions regarding this: 1. Shall I use the one-sided t-test or two-sided t-test? What I did is using the coed below: Proc ttest data=; class ; var ; run; Will this give me the one-sided t-test or two-sided t-test? And what is the common practice in the paper when they show whether the two group has different mean? one-sided or two-sided? 2. About the Wilcoxon test to test whether they have same median, shall I use Wilcoxon rank-sum test or Wilcoxon signed-rank test? I did see both but I do not know which to use. And also when I read the result from SAS, shall I use the one-sided result or two-sided? I used the following code: proc npar1way data = wilcoxon; class; var ; run; I really do not know which is the right way. I really appreciate your help. Cheers.
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10-13-2014
11:37 AM
Hi Miguel, Thanks a lot for your detailed answer and yes, the ordinal logistic regression is definitely what I want. Cheers, Xishuai
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10-13-2014
10:30 AM
Hi all, I am having a question about how to run the regression if the dependent variable is a ranking number? For example, I want to look at what kind of factors will determine a person's education level. So my dependent variable: EDUCATION= 1: PhD 2: Master 3: Undergraduate 4: High School 5: less than high school. My independent variables are some continuous variables or dummy variables let's say: the person's IQ, his parent's salary... I know that if the dependent is a dummy variable which has only 1 or 0, I can use Logit/Probit model. And if the dependent variable is categorical and cannot be ordered in any meaningful way, then I could use multinomial logistic regression. But here the dependent variable has more than 2 categories and it is a rank which mean less value is better (for example, 1 is better than 5). So how could I run this regression? Thanks a lot for you help.
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10-13-2014
10:27 AM
Hi all, I am having a question about how to run the regression if the dependent variable is a ranking number? For example, I want to look at what kind of factors will determine a person's education level. So my dependent variable: EDUCATION= 1: PhD 2: Master 3: Undergraduate 4: High School 5: less than high school. My independent variables are some continuous variables or dummy variables let's say: the person's IQ, his parent's salary... I know that if the dependent is a dummy variable which has only 1 or 0, I can use Logit/Probit model. And if the dependent variable is categorical and cannot be ordered in any meaningful way, then I could use multinomial logistic regression. But here the dependent variable has more than 2 categories and it is a rank which mean less value is better (for example, 1 is better than 5). So how could I run this regression? Thanks a lot for you help.
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10-01-2014
05:47 AM
Hi all, My observations have FOUR variables: ID, DATE, year1 and year2. I want to create times series(frequency: yearly) data between year1 and year2. I have already use proc transpose to create a variable YEAR which has year1 and year2 for each observation. for example for observation A, if year1=1995 and year2=2006, then after the proc transpose I will have two observations A1 with YEAR=1995 and A2 with YEAR=2006. Then I want to create all the time series observations with YEAR between 1995 and 2006. Namely, Year=1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005. I tried to use proc expand to solve the problem(I did so with monthly data), but the code below does not work:# proc expand data=mysample out=mysample1 From=year to=year; by ID Date; id YEAR; convert YEAR; run; The code does not work. Is it because I should not use Proc expand or is there something wrong with the code? Or could anyone tell how to solve the problem? Many thanks!
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10-01-2014
05:45 AM
Hi all, My observations have FOUR variables: ID, DATE, year1 and year2. I want to create times series(frequency: yearly) data between year1 and year2. I have already use proc transpose to create a variable YEAR which has year1 and year2 for each observation. for example for observation A, if year1=1995 and year2=2006, then after the proc transpose I will have two observations A1 with YEAR=1995 and A2 with YEAR=2006. Then I want to create all the time series observations with YEAR between 1995 and 2006. Namely, Year=1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005. I tried to use proc expand to solve the problem(I did so with monthly data), but the code below does not work:# proc expand data=mysample out=mysample1 From=year to=year; by ID Date; id YEAR; convert YEAR; run; The code does not work. Is it because I should not use Proc expand or is there something wrong with the code? Or could anyone tell how to solve the problem? Many thanks!
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