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st: Re:
From
Yuval Arbel <[email protected]>
To
[email protected]
Subject
st: Re:
Date
Sat, 26 Nov 2011 16:09:38 +0200
David,
You can simply use Difference in Difference (DD) analysis:
Run a regression on the group of managers who take the first (second)
approach. Then predict what would have happened to the performance of
each manager in the case that he/she takes the other approach and use
the -ttest- to see whether the difference is significant.
Note to define dummy variables in any case that variables are ordinal,
i.e., the numerical values have no quantitative meaning
I use this approach quite often. You can look at the second part of my
following paper published in RSUE:
Arbel, Yuval; Ben Shahar,Danny; Gabriel, Stuart and Yossef Tobol:
"The Local Cost of Terror: Effects of the Second Palestinian Intifada
on Jerusalem House Prices".Regional Science and Urban Economics (2010)
40: 415-426
On Sat, Nov 26, 2011 at 12:11 PM, David Ashcraft
<[email protected]> wrote:
> Hi Statalist,
>
> This is more like an econometric than a Stata question. I am little lost on the following scenario:
>
> The situation is: I want to measure the performance of managers, who has a specific approach against those who do not. I have several individual managers in each category. One way is to regress the performance of these managers against their benchmark for the whole data using
> -regress manager benchmark, by(belief)
> The second option is to run individual regression on each manager and get the coefficients of individual regressions and run a ttest alpha, by(belief) .
>
>
> Now the question is, how different is the result from the ttest of alpha from that of the alpha of the regression equation.
> Any help will be really appreciated.
>
> If anyone can suggest an academic paper on similar scenarios, that would be a great help.
>
>
> David
>
> *
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>
--
Dr. Yuval Arbel
School of Business
Carmel Academic Center
4 Shaar Palmer Street, Haifa, Israel
e-mail: [email protected]
*
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