I'm currently working on impact of risk - taking behavior on firm growth, and here is my panel: (the number wasn't real)
NAME | YEAR | GROWTH | INCOME | AGE | SIZE | RISK | PERFORMANCE |
A | 2000 | 12 | 8 | 6 | 6 | 3 | 4 |
A | 2001 | 14 | 6 | 7 | 6 | 2 | 3 |
A | 2002 | 15 | 9 | 7 | 6 | 2 | 2 |
A | 2003 | 16 | 5 | 6 | 4 | 3 | 3 |
B | 2000 | 14 | 3 | 4 | 3 | ||
B | 2001 | 17 | 2 | 3 | 4 | ||
B | 2002 | 13 | 5 | 2 | 2 | ||
B | 2003 | 12 | 3 | 5 | 9 | ||
C | 2000 | 22 | 2 | 6 | 3 | ||
C | 2001 | 17 | 7 | 7 | 4 | ||
C | 2002 | 22 | 4 | 4 | 5 | ||
C | 2003 | 34 | 4 | 3 | 7 |
According to XU Peng's paper, Risk taking and firm growth
RISK: the standard deviation of EBITDA(t)/Assets(t) over 4 years.
Performance : sum of EBITDA(t)/Assets(t) over 4 2000-2003.
So I calculated EBITDA/Assets of each firm each year.
Performance of 2000= sum(Ebitda/assets firm A 2000, ebitda/assets firm B 2000 and so on)
RISK 2000= stdev.p(Ebitda/assets firm A 2000, ebitda/assets firm B 2000 and so on)
4 rows, 4 year of RISK and PERFORMANCE
So my questions are:
1. Did I calculate RISK and PERFORMANCE right?
2. How can I regress those, with
growth= risk + control variables
performance=risk +control variable
risk = age + size + ownership+ leverage + income
3. How about auto-correlation Wooldridge test, White test and Variance inflation factor (VIF) test, are they can be run normally?
I'm a beginner and I do this research for requirement, so I don't know much about this. Thanks for your time. I'm appreciated any help.
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