Difference between revisions of "James Chen (Work Log)"
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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 | 07/18/2016 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 | ||
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+ | 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) | ||
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+ | 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. | ||
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+ | 07/21/2016 - Investigated negative ebitda ratios. |
Revision as of 17:12, 21 July 2016
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.