Monthly Archives: August 2018

The calculation of average credit rating using ratings from three rating agencies

I was doing something in Finance and wanted to calculate the average rounded credit rating. Basically, I need to translate textual grades (e.g., AAA, Baa) to a numerical value. I found a clue in the following paper: Becker, B., and … Continue reading

Posted in Data | 1 Comment

Stata command to test equality of mean and median

Please read this post for how to display the results in a ready-for-use format. UCLA IDRE has posted an article (link) that may provide a bit more explanation. UCLA IDRE is a great resource for learning statistical analysis. A big thank you … Continue reading

Posted in Stata | 3 Comments

Stata command to display combined Pearson and Spearman correlation matrix

Oftentimes we would like to display Pearson correlations below the diagonal and Spearman correlations above the diagonal. Two built-in commands, pwcorr and spearman, can do the job. However, we have to manually combine Stata output tables when producing the correlation table … Continue reading

Posted in Stata | 1 Comment