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Stata学习：如何构建企业第三类代理成本变量？
momo
前情回顾
数据来源见上文。
数据清洗
* 市值
clear
import excel "D:\Download\相对价值指标105259081\FI_T10.xlsx", sheet("sheet1") firstrow
drop in 1/2
g year = substr(A,1,4)
g mon = substr(A,6,2)
keep if mon == "12"
keep S y F
destring *, force replace
ren F MV
order S y
su
save MV得到：
Variable | Obs Mean Std. dev. Min Max
-------------+---------------------------------------------------------
Stkcd | 54,291 317199.2 283304.8 1 900957
year | 54,291 2012.083 7.243738 1990 2021
MV | 54,291 5.11e+10 6.90e+11 1953803 3.39e+13其他数据：
foreach i in 表1 表1_1 表7 MV{
use `i', clear
destring *, force replace
save `i', replace
}
use 0724资产负债表, clear
foreach i in 表1 表1_1 表7 MV{
merge 1:1 Stkcd year using `i', nogen keep(1 3)
}
xtset Stkcd y
drop if Staff <= 10 | Staff == .
cap drop *员工*
g 单位员工成长性 = (MV - A003000000) / L.Staff / 10^10
g 员工劳动生产率 = (B001101000 + D.A001123000) / L.Staff / 10^10
g 员工人数增长率 = D.Staff / L.Staff
winsor2 员工人数, cuts(0 99) trim replace
su Stkcd y *员工*
asdoc pwcorr *员工*, star(all) replace
g x1 = 单
g x2 = 员工劳
g x3 = 员工人
forv x = 1/3{
qui su x`x'
g X`x' = (x`x'-r(mean))/r(sd)
}
pca X*, components(1)
predict CC
winsor CC, g(第三类代理成本) p(0.01)
pca x*, components(1)
predict cc
winsor cc, g(第三类代理成本2) p(0.01)
su 第*
asdoc pwcorr 第*, star(all) replace
tabstat 第, by(y) s(N mean sd p5 p25 p50 p75 p95) c(s)
mkdensity 第*
save 企业第三类代理成本, replace得到结果
Variable | Obs Mean Std. dev. Min Max
-------------+---------------------------------------------------------
Stkcd | 52,790 315512.7 281616.2 1 900957
year | 52,790 2013.057 6.247948 1999 2021
单位员工~性 | 46,732 .0006846 .0033314 -.0022387 .2790225
员工劳动~率 | 46,513 .0002429 .0024518 -.0022645 .3230582
员工人数~率 | 47,282 .0663556 .3161306 -.9980705 2.973978
| 单位~性 员~产率 员~长率
-------------+---------------------------
单位员工~性 | 1.0000
员工劳动~率 | 0.6001*** 1.0000
员工人数~率 | 0.0604*** 0.0788*** 1.0000
Click to Open File: Myfile.doc
Variable | Obs Mean Std. dev. Min Max
-------------+---------------------------------------------------------
第三类代~本 | 45,085 -.045771 .6769285 -.7287569 4.041134
第三类代理~2 | 45,085 -.045771 .6769285 -.728757 4.041134
| 第三~本 第三类~2
-------------+------------------
第三类代~本 | 1.0000
第三类代理~2 | 1.0000*** 1.0000
Summary for variables: 第三类代理成本
Group variable: year
year | N Mean SD p5 p25 p50 p75 p95
---------+--------------------------------------------------------------------------------
1999 | 0 . . . . . . .
2000 | 867 -.2609472 .5749517 -.6253273 -.4544187 -.3943731 -.2721964 .326199
2001 | 1025 -.277586 .5386103 -.7287569 -.4672078 -.4019753 -.2781776 .3788432
2002 | 1121 -.2328604 .5662262 -.6322682 -.4548991 -.3824058 -.2329509 .5827078
2003 | 1198 -.2129241 .5832814 -.6048222 -.4469756 -.3745774 -.2143307 .6420538
2004 | 1241 -.2039678 .6203296 -.6218835 -.4412535 -.3662381 -.2083864 .6670033
2005 | 1314 -.2046271 .5962995 -.5955884 -.4353846 -.3631579 -.217938 .6856408
2006 | 1275 -.151819 .6486588 -.5776082 -.4212518 -.3351392 -.1641997 .9228649
2007 | 1299 -.0049472 .8210895 -.5329149 -.3817493 -.262958 -.0085292 1.578991
2008 | 1461 -.1025754 .7185269 -.5648455 -.4173003 -.3193484 -.108982 1.071677
2009 | 1522 .0133186 .8494899 -.4922462 -.3708693 -.2546715 -.0041867 1.620699
2010 | 1646 .0722605 .8314299 -.4567988 -.3289344 -.1924872 .0896675 1.724686
2011 | 1979 -.0194516 .7125379 -.4735733 -.3521371 -.2295962 -.0003332 1.262206
2012 | 2219 -.0562171 .6344585 -.4935801 -.3682415 -.2481783 -.0168322 1.020032
2013 | 2357 -.0642809 .6534839 -.4800552 -.3648031 -.2571656 -.0464266 1.082419
2014 | 2326 -.0168602 .6815848 -.4739256 -.342048 -.2251821 .0129849 1.217332
2015 | 2393 .1143415 .7939849 -.4488474 -.3025482 -.1438066 .1911812 1.63046
2016 | 2597 .0338117 .6902838 -.444273 -.303479 -.176327 .0826724 1.222879
2017 | 2851 .0081886 .6519738 -.4369382 -.3113986 -.1812228 .0619855 1.167642
2018 | 3334 -.0761151 .602879 -.4934432 -.3517277 -.2385095 -.0327694 .8236125
2019 | 3415 -.0704932 .5929048 -.485513 -.3435804 -.2309385 -.0184583 .8192227
2020 | 3601 -.0236291 .6236015 -.4731276 -.3275966 -.2067294 .0376511 .9760071
2021 | 4044 .0605187 .6653342 -.4283845 -.2823027 -.1371663 .1438758 1.178681
---------+--------------------------------------------------------------------------------
Total | 45085 -.045771 .6769285 -.5043389 -.3678878 -.2417261 -.0066772 1.084394
------------------------------------------------------------------------------------------
（完）
发布于 2022-12-20 14:09・IP 属地贵州
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