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DoFile.do
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46 lines (27 loc) · 1.22 KB
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use "C:\Users\GIUSEPPE\Desktop\GMESHORT\Dataset Yahoo! Finance.dta"
sum Volume MarketCap Insiders Institutions ShortRatio
corr ShortRatio Volume MarketCap Insiders Institutions
reg ShortRatio Volume
twoway (scatter ShortRatio Volume)(lfit ShortRatio Volume)
reg ShortRatio MarketCap
twoway (scatter ShortRatio MarketCap)(lfit ShortRatio MarketCap)
reg ShortRatio Insiders
twoway (scatter ShortRatio Insiders)(lfit ShortRatio Insiders)
reg ShortRatio Institutions
twoway (scatter ShortRatio Institutions)(lfit ShortRatio Institutions)
reg ShortRatio Volume MarketCap Insiders Institutions
*Alternative model with logarithmic variables
gen ln_Volume=log(Volume)
gen ln_MarketCap=log(MarketCap)
reg ShortRatio ln_Volume
reg ShortRatio ln_MarketCap
reg ShortRatio ln_Volume ln_MarketCap Insiders Institutions
*Breusch-Pagan test and robust regression
hettest
reg ShortRatio Volume MarketCap Insiders Institutions, r
*Residuals distribution
predict res_ShortRatio, residuals
histogram res_ShortRatio
*Correlation with Shares Outstanding
corr ShortRatio Volume MarketCap Insiders Institutions SharesOutstanding
corr ShortRatio ln_Volume ln_MarketCap Insiders Institutions SharesOutstanding