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From | "Marc Michelsen" <marcmichelsen@t-online.de> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | AW: AW: st: Chi-squared test for independence of observed and expected frequencies |
Date | Fri, 16 Jul 2010 11:46:31 +0200 |
Maarten, many thanks for your efforts. Indeed, the results for this analysis are untabulated. It just says in the text at the top of page 27 (re. Prediction 2): "Using a chi-squared test for independence to determine if there are more or fewer firms than expected in each category, we show that each of these frequenciesis significant." Marc -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Maarten buis Gesendet: Freitag, 16. Juli 2010 11:22 An: statalist@hsphsun2.harvard.edu Betreff: Re: AW: st: Chi-squared test for independence of observed and expected frequencies --- On Fri, 16/7/10, Marc Michelsen wrote: > The complete reference is: Dittmar, A., and A. Thakor. "Why > do firms issue equity?" Journal of Finance 62 (2007), 1-54. Ok, I had a chance to look at this article, but there is no table on page 27, there is a reference to a table IV on the next page. Are you refering to that? If that is the case then that has absolutely nothing to do with a chi square test of independence, it is just a collection of t-tests comparing the averages of two groups on a set of variables. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/