Hello everyone,
I would like to run a probit regression in which target indicates whether a firm is a hedge fund target and which equals 1 if it is a target and 0 otherwise (it is my dependent variable). My explanatory variables are mkvalt (market value), B/M (market to book ratio), SALESGROWTH, CF (cash flow over assets), LEV (book leverage), DIVYLD (dividend Yield), RND (R&D over assets), CAPEX (capital expenditures over assets).
I would like to know the impact on probability of being targeted of one standard deviation increase/decrease in predictor variables.
Is there any way of doing so?
Thank you in advance!
Related Posts with Marginal probability change induced by a one-standard deviation change in the independent variables (probit)
lnGSDP (the squared values of the variable GSDP) dropped due to collinearity. What to do to avoid this situation- Combining multiple Excel files with <xls2dta> command
- MLE estimation from a given likelihood function
- Complicated coding - female/male friends - same sex or mixed-sex
- How to perform multiple interpolation for missing values
Subscribe to:
Post Comments (Atom)
0 Response to Marginal probability change induced by a one-standard deviation change in the independent variables (probit)
Post a Comment