. . * MKTBOX2.DO * . . * Program for analyzing data for revision of movie project with David Reinste > in * . * Regressions involving total market box office in weekend. Reads in and merg > es new data * . * Version for second revise and resubmit for JIE . . set more 1 . set mat 200 . set mem 20m (20480k) . . use movie . . * Complicated merge. Total market box office may be weekend or some other day > in week. . * So need to do a series of merges to take care of the problem . . * start complicated merge here . . gen weekend = opendate + 6 - openwday . . gen x4 = weekend . gen x3 = x4 - 1 . gen x2 = x3 - 1 . gen x1 = x2 - 1 . . keep x1 x2 x3 x4 weekend . . sort weekend . . drop if weekend[_n] == weekend[_n-1] (287 observations deleted) . . reshape long x, i(weekend) j(temp) (note: j = 1 2 3 4) Data wide -> long ----------------------------------------------------------------------------- Number of obs. 361 -> 1444 Number of variables 5 -> 3 j variable (4 values) -> temp xij variables: x1 x2 ... x4 -> x ----------------------------------------------------------------------------- . . sort x . . keep weekend x . . save chris1, replace file chris1.dta saved . . clear . . use movie . . gen weekend = opendate + 6 - openwday . . sort weekend . . save chris2, replace file chris2.dta saved . . clear . . infile x mktbox using mktbox.txt (361 observations read) . . sort x . . merge x using chris1 . . drop if _merge~=3 (1083 observations deleted) . . drop x _merge . . sort weekend . . merge weekend using chris2 . . * end complicated merge here . . gen oscar = 0 . replace oscar = 1 if oscarmaj > 0 | oscarmin > 0 (27 real changes made) . . gen lwk1cpi = ln(wk1cpi) . gen wk1per = wk1cpi / openscr . gen lwk1per = ln(wk1per) . gen boxres = grosscpi - wk1cpi . gen lboxres = ln(boxres) . gen boxresp = boxres / openscr . gen lboxresp = ln(boxresp) . gen openper = wk1cpi / grosscpi . gen lgross = ln(grosscpi) . gen mbcpi = mktbox * grosscpi / gross . gen lmbcpi = ln(mbcpi) . . drop if pre == 1 (39 observations deleted) . . . * Generate market variables . . sort weekend . . egen num = count(lmbcpi), by(weekend) . egen numaft = sum(aft), by(weekend) . egen numdur = sum(dur), by(weekend) . egen numou = sum(ou), by(weekend) . egen numuu = sum(uu), by(weekend) . egen numoud = sum(oudur), by(weekend) . egen numoua = sum(ouaft), by(weekend) . egen numuud = sum(uudur), by(weekend) . egen numuua = sum(uuaft), by(weekend) . egen numscr = sum(openscr), by(weekend) . egen nummalt = sum(maltin), by(weekend) . egen numvote = sum(votes), by(weekend) . egen samgros = sum(wk1cpi), by(weekend) . egen numact = sum(action), by(weekend) . egen numdram = sum(drama), by(weekend) . egen numcom = sum(comedy), by(weekend) . . gen numupd = numoud + numuud . gen numupa = numoua + numuua . . sort weekend . . drop if weekend[_n] == weekend[_n-1] (262 observations deleted) . . gen ratio = samgros/mbcpi . gen resid = mbcpi-samgros . gen lresid = ln(resid) (1 missing value generated) . . summ ratio Variable | Obs Mean Std. Dev. Min Max ---------+----------------------------------------------------- ratio | 347 .1914716 .1591611 .0105094 2.196551 . . summ samgros Variable | Obs Mean Std. Dev. Min Max ---------+----------------------------------------------------- samgros | 347 1.16e+07 9662392 313594 6.30e+07 . . drop if ratio > 1 (1 observation deleted) . . * Weekend market box office . . *reg lresid numdur numoud numuud numou numuu fourday num numact numdram numco > m month1-month11 year2-year9 numscr nummalt numvote, robust . reg lresid numdur numoud numuud numou numuu fourday month1-month11 year2-year > 9 numscr nummalt, robust Regression with robust standard errors Number of obs = 346 F( 27, 318) = 44.19 Prob > F = 0.0000 R-squared = 0.6772 Root MSE = .19122 ------------------------------------------------------------------------------ | Robust lresid | Coef. Std. Err. t P>|t| [95% Conf. Interval] ---------+-------------------------------------------------------------------- numdur | .009733 .0251805 0.387 0.699 -.0398084 .0592744 numoud | .0265092 .04217 0.629 0.530 -.0564583 .1094767 numuud | -.0829835 .0556049 -1.492 0.137 -.1923835 .0264165 numou | -.0330524 .0392053 -0.843 0.400 -.1101869 .0440821 numuu | .0704449 .0545774 1.291 0.198 -.0369335 .1778233 fourday | .3118941 .0523473 5.958 0.000 .2089033 .4148849 month1 | .1395864 .0655304 2.130 0.034 .0106586 .2685143 month2 | .0578058 .0636655 0.908 0.365 -.067453 .1830646 month3 | -.0404306 .0570715 -0.708 0.479 -.1527161 .0718548 month4 | -.0875128 .0607724 -1.440 0.151 -.2070795 .032054 month5 | -.1597064 .0701147 -2.278 0.023 -.2976536 -.0217591 month6 | .1031174 .0671695 1.535 0.126 -.0290353 .23527 month7 | .3643051 .059991 6.073 0.000 .2462756 .4823345 month8 | .2208893 .0593307 3.723 0.000 .104159 .3376195 month9 | -.2061797 .0594888 -3.466 0.001 -.3232211 -.0891383 month10 | -.1239479 .0595721 -2.081 0.038 -.2411532 -.0067427 month11 | .0714836 .0786595 0.909 0.364 -.0832751 .2262423 year2 | .1612261 .0360965 4.467 0.000 .090208 .2322442 year3 | .1902718 .0481657 3.950 0.000 .095508 .2850355 year4 | .2675357 .041722 6.412 0.000 .1854495 .3496218 year5 | .3316543 .0356402 9.306 0.000 .2615339 .4017746 year6 | .4158512 .0402135 10.341 0.000 .3367331 .4949693 year7 | .4591026 .0375553 12.225 0.000 .3852144 .5329908 year8 | .58407 .0427959 13.648 0.000 .4998712 .6682688 year9 | .7230445 .0419413 17.239 0.000 .640527 .8055621 numscr | -.0000404 .000014 -2.883 0.004 -.000068 -.0000128 nummalt | -.0073492 .0132352 -0.555 0.579 -.0333889 .0186905 _cons | 17.35785 .0585115 296.657 0.000 17.24273 17.47297 ------------------------------------------------------------------------------ . . test year2 year3 year4 year5 year6 year7 year8 year9 ( 1) year2 = 0.0 ( 2) year3 = 0.0 ( 3) year4 = 0.0 ( 4) year5 = 0.0 ( 5) year6 = 0.0 ( 6) year7 = 0.0 ( 7) year8 = 0.0 ( 8) year9 = 0.0 F( 8, 318) = 45.30 Prob > F = 0.0000 . test month1 month2 month3 month4 month5 month6 month7 month8 month9 month10 m > onth11 ( 1) month1 = 0.0 ( 2) month2 = 0.0 ( 3) month3 = 0.0 ( 4) month4 = 0.0 ( 5) month5 = 0.0 ( 6) month6 = 0.0 ( 7) month7 = 0.0 ( 8) month8 = 0.0 ( 9) month9 = 0.0 (10) month10 = 0.0 (11) month11 = 0.0 F( 11, 318) = 33.61 Prob > F = 0.0000 . *test num numact numdram numcom . . ******************************************************** . * Now redo everything in terms of means rather than sums . ******************************************************** . . clear . . use movie . . * Complicated merge. Total market box office may be weekend or some other day > in week. . * So need to do a series of merges to take care of the problem . . * start complicated merge here . . gen weekend = opendate + 6 - openwday . . gen x4 = weekend . gen x3 = x4 - 1 . gen x2 = x3 - 1 . gen x1 = x2 - 1 . . keep x1 x2 x3 x4 weekend . . sort weekend . . drop if weekend[_n] == weekend[_n-1] (287 observations deleted) . . reshape long x, i(weekend) j(temp) (note: j = 1 2 3 4) Data wide -> long ----------------------------------------------------------------------------- Number of obs. 361 -> 1444 Number of variables 5 -> 3 j variable (4 values) -> temp xij variables: x1 x2 ... x4 -> x ----------------------------------------------------------------------------- . . sort x . . keep weekend x . . save chris1, replace file chris1.dta saved . . clear . . use movie . . gen weekend = opendate + 6 - openwday . . sort weekend . . save chris2, replace file chris2.dta saved . . clear . . infile x mktbox using mktbox.txt (361 observations read) . . sort x . . merge x using chris1 . . drop if _merge~=3 (1083 observations deleted) . . drop x _merge . . sort weekend . . merge weekend using chris2 . . * end complicated merge here . . gen oscar = 0 . replace oscar = 1 if oscarmaj > 0 | oscarmin > 0 (27 real changes made) . . gen lwk1cpi = ln(wk1cpi) . gen wk1per = wk1cpi / openscr . gen lwk1per = ln(wk1per) . gen boxres = grosscpi - wk1cpi . gen lboxres = ln(boxres) . gen boxresp = boxres / openscr . gen lboxresp = ln(boxresp) . gen openper = wk1cpi / grosscpi . gen lgross = ln(grosscpi) . gen mbcpi = mktbox * grosscpi / gross . gen lmbcpi = ln(mbcpi) . . drop if pre == 1 (39 observations deleted) . . . * Generate market variables . . sort weekend . . egen num = count(lmbcpi), by(weekend) . egen mnaft = mean(aft), by(weekend) . egen mndur = mean(dur), by(weekend) . egen mnou = mean(ou), by(weekend) . egen mnuu = mean(uu), by(weekend) . egen mnoud = mean(oudur), by(weekend) . egen mnoua = mean(ouaft), by(weekend) . egen mnuud = mean(uudur), by(weekend) . egen mnuua = mean(uuaft), by(weekend) . egen mnscr = mean(openscr), by(weekend) . egen mnmalt = mean(maltin), by(weekend) . egen mnvote = mean(votes), by(weekend) . egen samgros = mean(wk1cpi), by(weekend) . egen mnact = mean(action), by(weekend) . egen mndram = mean(drama), by(weekend) . egen mncom = mean(comedy), by(weekend) . . gen mnupd = mnoud + mnuud . gen mnupa = mnoua + mnuua . . sort weekend . . drop if weekend[_n] == weekend[_n-1] (262 observations deleted) . . gen ratio = samgros/mbcpi . gen resid = mbcpi-samgros . gen lresid = ln(resid) . . summ ratio Variable | Obs Mean Std. Dev. Min Max ---------+----------------------------------------------------- ratio | 347 .1195506 .0940685 .0105094 .7321838 . . summ samgros Variable | Obs Mean Std. Dev. Min Max ---------+----------------------------------------------------- samgros | 347 7416173 7206219 313594 5.39e+07 . . drop if ratio > 1 (0 observations deleted) . . * Weekend market box office . . *reg lresid mndur mnoud mnuud mnou mnuu fourday num mnact mndram mncom month1 > -month11 year2-year9 mnscr mnmalt, robust . reg lresid mndur mnoud mnuud mnou mnuu fourday month1-month11 year2-year9 mns > cr mnmalt, robust Regression with robust standard errors Number of obs = 347 F( 27, 319) = 37.87 Prob > F = 0.0000 R-squared = 0.5392 Root MSE = .26809 ------------------------------------------------------------------------------ | Robust lresid | Coef. Std. Err. t P>|t| [95% Conf. Interval] ---------+-------------------------------------------------------------------- mndur | -.026198 .0486293 -0.539 0.590 -.1218728 .0694767 mnoud | .0918201 .0697893 1.316 0.189 -.0454854 .2291256 mnuud | -.04621 .0794749 -0.581 0.561 -.2025711 .1101511 mnou | -.0769167 .0636938 -1.208 0.228 -.2022297 .0483964 mnuu | .0884449 .0725394 1.219 0.224 -.0542713 .231161 fourday | .2738601 .0609745 4.491 0.000 .1538971 .393823 month1 | .0957526 .0651053 1.471 0.142 -.0323375 .2238427 month2 | .0464168 .0593799 0.782 0.435 -.0704089 .1632424 month3 | -.054722 .0557731 -0.981 0.327 -.1644516 .0550076 month4 | -.1043061 .0582909 -1.789 0.074 -.2189893 .0103772 month5 | -.1502209 .0668867 -2.246 0.025 -.2818157 -.0186261 month6 | .127871 .0661049 1.934 0.054 -.0021857 .2579277 month7 | .3425037 .056654 6.046 0.000 .231041 .4539664 month8 | .1642257 .0603136 2.723 0.007 .045563 .2828883 month9 | -.2064886 .0561721 -3.676 0.000 -.3170032 -.0959739 month10 | -.2323286 .1298084 -1.790 0.074 -.4877174 .0230602 month11 | .102737 .0716127 1.435 0.152 -.0381558 .2436297 year2 | .0429095 .1079782 0.397 0.691 -.1695299 .2553489 year3 | .1858644 .0439997 4.224 0.000 .0992981 .2724306 year4 | .2596787 .0433123 5.995 0.000 .1744649 .3448924 year5 | .3299048 .0405132 8.143 0.000 .250198 .4096115 year6 | .4016381 .0455395 8.820 0.000 .3120424 .4912338 year7 | .4546334 .0421025 10.798 0.000 .3717997 .5374671 year8 | .588267 .0406637 14.467 0.000 .5082642 .6682698 year9 | .7114526 .044792 15.883 0.000 .6233276 .7995776 mnscr | -.0000419 .0000279 -1.502 0.134 -.0000969 .000013 mnmalt | -.0584969 .0439635 -1.331 0.184 -.1449919 .0279982 _cons | 17.55228 .1267387 138.492 0.000 17.30293 17.80163 ------------------------------------------------------------------------------ . . test year2 year3 year4 year5 year6 year7 year8 year9 ( 1) year2 = 0.0 ( 2) year3 = 0.0 ( 3) year4 = 0.0 ( 4) year5 = 0.0 ( 5) year6 = 0.0 ( 6) year7 = 0.0 ( 7) year8 = 0.0 ( 8) year9 = 0.0 F( 8, 319) = 46.66 Prob > F = 0.0000 . test month1 month2 month3 month4 month5 month6 month7 month8 month9 month10 m > onth11 ( 1) month1 = 0.0 ( 2) month2 = 0.0 ( 3) month3 = 0.0 ( 4) month4 = 0.0 ( 5) month5 = 0.0 ( 6) month6 = 0.0 ( 7) month7 = 0.0 ( 8) month8 = 0.0 ( 9) month9 = 0.0 (10) month10 = 0.0 (11) month11 = 0.0 F( 11, 319) = 25.94 Prob > F = 0.0000 . *test num mnact mndram mncom . . . ***************************** . * Now do things for Dramas . * First off, counts . ***************************** . . clear . . use movie . . keep if drama==1 (428 observations deleted) . . * Complicated merge. Total market box office may be weekend or some other day > in week. . * So need to do a series of merges to take care of the problem . . * start complicated merge here . . gen weekend = opendate + 6 - openwday . . gen x4 = weekend . gen x3 = x4 - 1 . gen x2 = x3 - 1 . gen x1 = x2 - 1 . . keep x1 x2 x3 x4 weekend . . sort weekend . . drop if weekend[_n] == weekend[_n-1] (34 observations deleted) . . reshape long x, i(weekend) j(temp) (note: j = 1 2 3 4) Data wide -> long ----------------------------------------------------------------------------- Number of obs. 186 -> 744 Number of variables 5 -> 3 j variable (4 values) -> temp xij variables: x1 x2 ... x4 -> x ----------------------------------------------------------------------------- . . sort x . . keep weekend x . . save chris1, replace file chris1.dta saved . . clear . . use movie . . gen weekend = opendate + 6 - openwday . . sort weekend . . save chris2, replace file chris2.dta saved . . clear . . infile x mktbox using mktbox.txt (361 observations read) . . sort x . . merge x using chris1 . . drop if _merge~=3 (733 observations deleted) . . drop x _merge . . sort weekend . . merge weekend using chris2 . . * end complicated merge here . . gen oscar = 0 . replace oscar = 1 if oscarmaj > 0 | oscarmin > 0 (27 real changes made) . . gen lwk1cpi = ln(wk1cpi) . gen wk1per = wk1cpi / openscr . gen lwk1per = ln(wk1per) . gen boxres = grosscpi - wk1cpi . gen lboxres = ln(boxres) . gen boxresp = boxres / openscr . gen lboxresp = ln(boxresp) . gen openper = wk1cpi / grosscpi . gen lgross = ln(grosscpi) . gen mbcpi = mktbox * grosscpi / gross (246 missing values generated) . gen lmbcpi = ln(mbcpi) (246 missing values generated) . . drop if pre == 1 (39 observations deleted) . . . * Generate market variables . . sort weekend . . egen num = count(lmbcpi), by(weekend) . egen numaft = sum(aft), by(weekend) . egen numdur = sum(dur), by(weekend) . egen numou = sum(ou), by(weekend) . egen numuu = sum(uu), by(weekend) . egen numoud = sum(oudur), by(weekend) . egen numoua = sum(ouaft), by(weekend) . egen numuud = sum(uudur), by(weekend) . egen numuua = sum(uuaft), by(weekend) . egen numscr = sum(openscr), by(weekend) . egen nummalt = sum(maltin), by(weekend) . egen numvote = sum(votes), by(weekend) . egen samgros = sum(wk1cpi), by(weekend) . egen numact = sum(action), by(weekend) . egen numdram = sum(drama), by(weekend) . egen numcom = sum(comedy), by(weekend) . . gen numupd = numoud + numuud . gen numupa = numoua + numuua . . sort weekend . . drop if weekend[_n] == weekend[_n-1] (262 observations deleted) . . gen ratio = samgros/mbcpi (166 missing values generated) . gen resid = mbcpi-samgros (166 missing values generated) . gen lresid = ln(resid) (167 missing values generated) . . summ ratio Variable | Obs Mean Std. Dev. Min Max ---------+----------------------------------------------------- ratio | 181 .2053944 .1868561 .0105094 2.196551 . . summ samgros Variable | Obs Mean Std. Dev. Min Max ---------+----------------------------------------------------- samgros | 347 1.16e+07 9662392 313594 6.30e+07 . . drop if ratio > 1 (167 observations deleted) . . * Weekend market box office . . *reg lresid numdur numoud numuud numou numuu fourday num numact numdram numco > m month1-month11 year2-year9 numscr nummalt numvote, robust . reg lresid numdur numoud numuud numou numuu fourday month1-month11 year2-year > 9 numscr nummalt, robust Regression with robust standard errors Number of obs = 180 F( 27, 152) = 39.94 Prob > F = 0.0000 R-squared = 0.7408 Root MSE = .18272 ------------------------------------------------------------------------------ | Robust lresid | Coef. Std. Err. t P>|t| [95% Conf. Interval] ---------+-------------------------------------------------------------------- numdur | .0113726 .033961 0.335 0.738 -.0557239 .0784691 numoud | .0351921 .0600616 0.586 0.559 -.0834712 .1538553 numuud | -.0607395 .0644085 -0.943 0.347 -.1879911 .066512 numou | -.0250988 .059496 -0.422 0.674 -.1426447 .0924471 numuu | .0113173 .0657361 0.172 0.864 -.118557 .1411917 fourday | .300531 .0667665 4.501 0.000 .1686208 .4324412 month1 | .0354498 .1004283 0.353 0.725 -.1629657 .2338654 month2 | -.0376183 .0899755 -0.418 0.676 -.2153824 .1401458 month3 | -.1249498 .0883112 -1.415 0.159 -.2994256 .0495261 month4 | -.2034144 .0945949 -2.150 0.033 -.3903049 -.0165239 month5 | -.2372479 .1036821 -2.288 0.024 -.4420919 -.0324038 month6 | -.0349429 .1155555 -0.302 0.763 -.2632453 .1933594 month7 | .3051805 .0963449 3.168 0.002 .1148325 .4955285 month8 | .1639328 .0855277 1.917 0.057 -.0050437 .3329093 month9 | -.2674675 .0894863 -2.989 0.003 -.444265 -.09067 month10 | -.2170037 .0911886 -2.380 0.019 -.3971645 -.036843 month11 | -.0982697 .1193159 -0.824 0.411 -.3340014 .1374621 year2 | .1430534 .0539962 2.649 0.009 .0363733 .2497334 year3 | .2208285 .0669518 3.298 0.001 .0885523 .3531048 year4 | .262538 .0556584 4.717 0.000 .1525741 .3725019 year5 | .3830111 .0437697 8.751 0.000 .2965355 .4694867 year6 | .3749746 .0641514 5.845 0.000 .2482311 .5017181 year7 | .4819716 .0505622 9.532 0.000 .3820761 .5818671 year8 | .5177764 .0483956 10.699 0.000 .4221616 .6133913 year9 | .6903612 .0613097 11.260 0.000 .5692321 .8114904 numscr | -.0000246 .0000169 -1.462 0.146 -.0000579 8.65e-06 nummalt | -.0192291 .0183418 -1.048 0.296 -.055467 .0170087 _cons | 17.47136 .0926311 188.612 0.000 17.28835 17.65437 ------------------------------------------------------------------------------ . . test year2 year3 year4 year5 year6 year7 year8 year9 ( 1) year2 = 0.0 ( 2) year3 = 0.0 ( 3) year4 = 0.0 ( 4) year5 = 0.0 ( 5) year6 = 0.0 ( 6) year7 = 0.0 ( 7) year8 = 0.0 ( 8) year9 = 0.0 F( 8, 152) = 25.00 Prob > F = 0.0000 . test month1 month2 month3 month4 month5 month6 month7 month8 month9 month10 m > onth11 ( 1) month1 = 0.0 ( 2) month2 = 0.0 ( 3) month3 = 0.0 ( 4) month4 = 0.0 ( 5) month5 = 0.0 ( 6) month6 = 0.0 ( 7) month7 = 0.0 ( 8) month8 = 0.0 ( 9) month9 = 0.0 (10) month10 = 0.0 (11) month11 = 0.0 F( 11, 152) = 21.50 Prob > F = 0.0000 . *test num numact numdram numcom . . ******************************************************** . * Now redo everything in terms of means rather than sums . ******************************************************** . . clear . . use movie . . keep if drama == 1 (428 observations deleted) . . * Complicated merge. Total market box office may be weekend or some other day > in week. . * So need to do a series of merges to take care of the problem . . * start complicated merge here . . gen weekend = opendate + 6 - openwday . . gen x4 = weekend . gen x3 = x4 - 1 . gen x2 = x3 - 1 . gen x1 = x2 - 1 . . keep x1 x2 x3 x4 weekend . . sort weekend . . drop if weekend[_n] == weekend[_n-1] (34 observations deleted) . . reshape long x, i(weekend) j(temp) (note: j = 1 2 3 4) Data wide -> long ----------------------------------------------------------------------------- Number of obs. 186 -> 744 Number of variables 5 -> 3 j variable (4 values) -> temp xij variables: x1 x2 ... x4 -> x ----------------------------------------------------------------------------- . . sort x . . keep weekend x . . save chris1, replace file chris1.dta saved . . clear . . use movie . . gen weekend = opendate + 6 - openwday . . sort weekend . . save chris2, replace file chris2.dta saved . . clear . . infile x mktbox using mktbox.txt (361 observations read) . . sort x . . merge x using chris1 . . drop if _merge~=3 (733 observations deleted) . . drop x _merge . . sort weekend . . merge weekend using chris2 . . * end complicated merge here . . gen oscar = 0 . replace oscar = 1 if oscarmaj > 0 | oscarmin > 0 (27 real changes made) . . gen lwk1cpi = ln(wk1cpi) . gen wk1per = wk1cpi / openscr . gen lwk1per = ln(wk1per) . gen boxres = grosscpi - wk1cpi . gen lboxres = ln(boxres) . gen boxresp = boxres / openscr . gen lboxresp = ln(boxresp) . gen openper = wk1cpi / grosscpi . gen lgross = ln(grosscpi) . gen mbcpi = mktbox * grosscpi / gross (246 missing values generated) . gen lmbcpi = ln(mbcpi) (246 missing values generated) . . drop if pre == 1 (39 observations deleted) . . . * Generate market variables . . sort weekend . . egen num = count(lmbcpi), by(weekend) . egen mnaft = mean(aft), by(weekend) . egen mndur = mean(dur), by(weekend) . egen mnou = mean(ou), by(weekend) . egen mnuu = mean(uu), by(weekend) . egen mnoud = mean(oudur), by(weekend) . egen mnoua = mean(ouaft), by(weekend) . egen mnuud = mean(uudur), by(weekend) . egen mnuua = mean(uuaft), by(weekend) . egen mnscr = mean(openscr), by(weekend) . egen mnmalt = mean(maltin), by(weekend) . egen mnvote = mean(votes), by(weekend) . egen samgros = mean(wk1cpi), by(weekend) . egen mnact = mean(action), by(weekend) . egen mndram = mean(drama), by(weekend) . egen mncom = mean(comedy), by(weekend) . . gen mnupd = mnoud + mnuud . gen mnupa = mnoua + mnuua . . sort weekend . . drop if weekend[_n] == weekend[_n-1] (262 observations deleted) . . gen ratio = samgros/mbcpi (166 missing values generated) . gen resid = mbcpi-samgros (166 missing values generated) . gen lresid = ln(resid) (166 missing values generated) . . summ ratio Variable | Obs Mean Std. Dev. Min Max ---------+----------------------------------------------------- ratio | 181 .100943 .07298 .0105094 .7321837 . . summ samgros Variable | Obs Mean Std. Dev. Min Max ---------+----------------------------------------------------- samgros | 347 7416173 7206219 313594 5.39e+07 . . drop if ratio > 1 (166 observations deleted) . . * Weekend market box office . . *reg lresid mndur mnoud mnuud mnou mnuu fourday num mnact mndram mncom month1 > -month11 year2-year9 mnscr mnmalt, robust . reg lresid mndur mnoud mnuud mnou mnuu fourday month1-month11 year2-year9 mns > cr mnmalt, robust Regression with robust standard errors Number of obs = 181 F( 27, 153) = 18.38 Prob > F = 0.0000 R-squared = 0.5173 Root MSE = .32441 ------------------------------------------------------------------------------ | Robust lresid | Coef. Std. Err. t P>|t| [95% Conf. Interval] ---------+-------------------------------------------------------------------- mndur | -.0406622 .1153467 -0.353 0.725 -.2685399 .1872156 mnoud | .1772068 .1578059 1.123 0.263 -.1345529 .4889665 mnuud | .0092614 .1627276 0.057 0.955 -.3122218 .3307445 mnou | -.1056298 .1359167 -0.777 0.438 -.3741455 .162886 mnuu | .0432479 .142953 0.303 0.763 -.2391687 .3256645 fourday | .277742 .0725189 3.830 0.000 .1344744 .4210096 month1 | .0351726 .112553 0.312 0.755 -.187186 .2575313 month2 | -.0317419 .0968531 -0.328 0.744 -.2230839 .1596002 month3 | -.0975719 .0906241 -1.077 0.283 -.276608 .0814643 month4 | -.189304 .1018299 -1.859 0.065 -.3904781 .0118702 month5 | -.2383196 .1172062 -2.033 0.044 -.4698711 -.0067681 month6 | .036089 .1375597 0.262 0.793 -.2356726 .3078505 month7 | .2405214 .1100311 2.186 0.030 .0231451 .4578978 month8 | .1110951 .0999636 1.111 0.268 -.086392 .3085823 month9 | -.2316678 .0933929 -2.481 0.014 -.4161739 -.0471617 month10 | -.3370688 .1906992 -1.768 0.079 -.7138123 .0396746 month11 | .0031481 .1011451 0.031 0.975 -.1966731 .2029694 year2 | -.1177593 .2685063 -0.439 0.662 -.6482176 .4126991 year3 | .1955313 .0654037 2.990 0.003 .0663204 .3247422 year4 | .2693457 .0593383 4.539 0.000 .1521176 .3865737 year5 | .3606868 .0572251 6.303 0.000 .2476335 .4737402 year6 | .3366098 .0728624 4.620 0.000 .1926635 .4805561 year7 | .4310171 .0586631 7.347 0.000 .315123 .5469113 year8 | .4686737 .0561186 8.351 0.000 .3578064 .5795411 year9 | .6148004 .0723204 8.501 0.000 .4719249 .7576759 mnscr | .0000703 .0000507 1.387 0.167 -.0000298 .0001703 mnmalt | -.0815362 .0844563 -0.965 0.336 -.2483872 .0853147 _cons | 17.57161 .2775566 63.308 0.000 17.02327 18.11995 ------------------------------------------------------------------------------ . . test year2 year3 year4 year5 year6 year7 year8 year9 ( 1) year2 = 0.0 ( 2) year3 = 0.0 ( 3) year4 = 0.0 ( 4) year5 = 0.0 ( 5) year6 = 0.0 ( 6) year7 = 0.0 ( 7) year8 = 0.0 ( 8) year9 = 0.0 F( 8, 153) = 18.55 Prob > F = 0.0000 . test month1 month2 month3 month4 month5 month6 month7 month8 month9 month10 m > onth11 ( 1) month1 = 0.0 ( 2) month2 = 0.0 ( 3) month3 = 0.0 ( 4) month4 = 0.0 ( 5) month5 = 0.0 ( 6) month6 = 0.0 ( 7) month7 = 0.0 ( 8) month8 = 0.0 ( 9) month9 = 0.0 (10) month10 = 0.0 (11) month11 = 0.0 F( 11, 153) = 10.20 Prob > F = 0.0000 . *test num mnact mndram mncom . . end of do-file . exit, clear