Table 16.2, page 422.
use https://stats.idre.ucla.edu/stat/stata/examples/cama3/companies, clear
egen st1 = std(ror5)
egen st2 = std(de)
egen st3 = std(salesgr5)
egen st4 = std(eps5)
egen st5 = std(npm1)
egen st6 = std(pe)
egen st7 = std(payoutr1)
save "c:cama4compstd.dta"
clist st1 - st7
st1 st2 st3 st4 st5 st6 st7
1. .9629321 -.0073596 .429067 .2774933 1.28929 -.2373285 .1505716
2. .9629321 -.0073596 .0504785 -.056836 1.33381 -.4419221 -.2165544
3. .9629321 -.5593303 -.2902512 .229732 1.600928 -.4419221 -.0070102
4. .6605985 -.9273108 -.4921651 -.2478812 .4879359 -.2373285 1.289453
5. -.1708183 -.5593303 -.4038277 -.6180316 1.066692 -1.055703 -.6675716
6. -.2464016 -.3753401 -.5931219 .15809 -.2243793 -.8511091 .828598
7. -.2086102 -.3753401 -.8328946 -.7374349 .2208178 -.032735 -.2308523
8. -.0574432 -.7433205 -.6814593 -.5344493 .0872586 -.2373285 .5966167
9. -.3597767 -.5593303 -.4164473 -.8687785 -.3579383 .1718586 1.330146
10. -.2086102 -.5593303 -.5931219 -1.071764 .1317783 -.2373285 .6678652
11. -.9644436 -.5593303 -.7571769 .3371949 -.402458 -.6465156 .6544669
12. -1.191194 -.1913498 -.1766747 -.9881818 .3543768 -.6465156 -1.087407
13. -1.002235 -.5593303 -.7319377 -1.215048 .5769752 -.6465156 -.739045
14. -1.493527 -.5593303 .2397728 -1.943408 -1.337372 -.032735 -.1899908
15. -.4731519 3.672445 2.902511 2.534216 .6660147 2.217794 -.1347351
16. -.586527 .3606208 1.388158 1.23272 1.066692 2.422388 -1.978911
17. -.7754853 .9125916 2.763696 1.364064 .2653374 1.808607 -.840383
18. -.5487351 .7286013 .6688396 1.041674 .7550541 1.808607 -.8380698
19. .9251402 -.7433205 -.1009569 .3610757 .6214949 .7856392 -.9651281
20. 1.794349 -.0073596 -.1892942 -.1881796 -1.248332 -.4419221 1.536437
21. 3.003683 -.9273108 -.2271531 -.1881796 -1.203813 -.2373285 1.37083
22. -.2086102 1.648552 -.9086123 1.328242 -1.470931 -.8511091 -1.708569
23. -.2086102 .7286013 .1388157 .2536127 -1.203813 -.4419221 -.6954768
24. -.0952351 -.3753401 -.5300238 .5760016 -1.51545 -.8511091 .3701242
25. -.4731519 .544611 -.65622 -1.035943 -1.55997 -.6465156 1.504596
Figure 16.3, page 423.
reshape long st , i(obsno) j(variable)
graph twoway (line st variable if obsno ==1), yline(0) ylab(-3 -2.5 to 2.5) ///
xlab(1 "ROR5" 2 "D/E" 3 "SALESGR5" 4 "EPS5" 5 "NPM1" 6 "P/E" 7 "PAYOUR1", ///
angle(veritcal)) ytitle("Standardized Variable")
Figure 16.4, page 424.
gen sta = st
replace sta = -1*st if variable == 1 | variable == 7
separate sta, by(obsno)
graph twoway (line sta15 sta16 sta17 sta18 sta19 sta20 sta21 variable), yline(0) ///
ylab(-3 -2 to 4) xlab(1 "ROR5" 2 "D/E" 3 "SALESGR5" 4 "EPS5" 5 "NPM1" 6 "P/E" 7 "PAYOUR1", ///
angle(veritcal)) ytitle("Standardized Variable")
Figure 16.9, page 433.
use "c:cama4compstd.dta", clear cluster cent st1 st2 st3 st4 st5 st6 st7 cluster tree
Table 16.4, page 435.
NOTE: We were unable to reproduce this table.
Figure 16.10, page 436.
NOTE: We were unable to reproduce this graph.