James Chen (Work Log)

James Chen Work Logs (log page)

07/15/2016 11:30 - Refining hazard model: revising variables used, comparing Cox Proportional Hazard and Lognormal Accelerated Failure Time models

07/18/2016 3:00 - Cataloged SQL tables, revised STATA script (STATAdatasetup2.do) to include ratios, replace cashflow with ebitda, and filter out firms smaller than $50 million

07/19/2016 - Investigated baseline hazard of Cox Proportional Hazard model. Compared to Lognormal and Loglogistic Accelerated Failure Time models to try to predict hazard rate (not just hazard ratio)

07/20/2016 - Adjusted dataset to filter out firms that are small (<$40m) or not listed in major exchanges (AMEX, NYSE, NASDAQ). Consulted Brian on descriptive statistics of dataset.

07/21/2016 - Investigated negative ebitda ratios.