AW: AW: st: Chi-squared test for independence of observed and expected frequencies

["Marc Michelsen" <marcmichelsen@t-online.de>]

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
--------------------------



      

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