CEOsalary的計(jì)量分析過程

CEOsalary的影響因素分析18金融學(xué)模型一YHArkaSYHArkaSLSALES圖1LSALARY與LSALES的散點(diǎn)圖表1LSALARY對(duì)LSALES的回歸結(jié)果DependentVariable:LSALARYMethod:LeastSquaresDate:04/02/19Time:15:46Sample:1177Includedobservations:177VariableCoefficientStd.Errort-StatisticProb.C4.9610770.19996024.810380.0000LSALES0.2242790.0271298.2671310.0000R-squared0.280858Meandependentvar6.582848AdjustedR-squared0.276748S.D.dependentvar0.606059S.E.ofregression0.515418Akaikeinfocriterion1.523560Sumsquaredresid46.48983Schwarzcriterion1.559448Loglikelihood-132.8350Hannan-Quinncriter.1.538115F-statistic68.34546Durbin-Watsonstat2.098568Prob(F-statistic)0.000000

y=4.96+0.22x1(24.81)(8.27)r2=0.28F=68.35DW=2.10r2=0.28AIC=1.52SC=1.56通過繪制LSALARY與LSALES的散點(diǎn)圖發(fā)現(xiàn)，LSALES對(duì)LSALARY有著較大的影響。根據(jù)回歸結(jié)果，當(dāng)其他條件不變時(shí)，sales變動(dòng)1%，salary平均變動(dòng)0.22%。模型二CEOTENYHATkHSCEOTENYHATkHS圖2LSALARY與CEOTEN的散點(diǎn)圖表2LSALARY對(duì)LSALES、CEOTEN的回歸結(jié)果DependentVariable:LSALARYMethod:LeastSquaresDate:04/06/19Time:19:05Sample:1177Includedobservations:177VariableCoefficientStd.Errort-StatisticProb.C4.8545770.20423623.769430.0000LSALES0.2264310.0268808.4237350.0000CEOTEN0.0114330.0053832.1237320.0351A-squared0.299028Meandependentvar6.582848AdjustedA-squared0.290970S.D.dependentvar0.606059S.E.ofregression0.510326Akaikeinfocriterion1.509269Sumsquaredresid45.31522Schwarzcriterion1.563102Loglikelihood-130.5703Hannan-Quinncriter.1.531101F-statistic37.11330Durbin-Watsonstat2.049334Prob(F-statistic)0.000000Prob(F-statistic)0.000000y=4.85+0.23x1+0.01x2(23.77)（8.42）(2.12)r2=0.30F=37.11DW=2.05r2=0.29AIC=1.51SC=1.56通過繪制LSALARY與CEOTEN的散點(diǎn)圖發(fā)現(xiàn)，CEOTEN對(duì)LSALARY有影響。根據(jù)回歸結(jié)果，當(dāng)其他條件不變時(shí)，sales變動(dòng)1%，salary平均變動(dòng)0.23%，centen變動(dòng)1個(gè)單位，salary平均變動(dòng)1%。模型三YHATkaSYHATkaSLMKTVAL圖3LSALARY與LMKTVAL的散點(diǎn)圖表3LSALAR丫對(duì)CEOTEN、LSALES、LMKTVAL的回歸結(jié)果DependentVariable:LSALARYMethod:LeastSquaresDate:04/06/19Time:22:55Sample:1177Includedobservations:177VariableCoefficientStd.Errort-StatisticProb.C4.5037950.25723417.508520.0000LSALES0.1628540.0392424.1499930.0001CEOTEN0.0117050.0053262.1977600.0293LMKTVAL0.1092430.0495952.2027170.0289A-squared0.318151Meandependentvar6.582848AdjustedR-squared0.306327S.D.dependentvar0.606059S.E.ofregression0.504769Akaikeinfocriterion1.492908Sumsquaredresid44.07898Schwarzcriterion1.564685Loglikelihood-128.1224Hannan-Quinncriter.1.522018F-statistic26.90726Durbin-Watsonstat2.043631Prob(F-statistic)0.000000y二4.50+(17.51)+0.11x3(0.03)0.16y二4.50+(17.51)+0.11x3(0.03)12(4.15)(2.20)r2二0.32F二26.91DW二2.04r2二0.31AIC二1.49SC二1.56通過繪制LSALARY與LMKTVA