. . * SELECT2.DO * . . * Program for analyzing selection bias for movie project with David Reinstein > * . * Changes specifications a bit for the second revision to the JIE * . . set more 1 . set mat 200 . set mem 20m (20480k) . . use movie . . 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 . . * create variable for date of first Friday movie shown on. This will . * allow clustering on opening weekend. . . gen weekend = opendate + 6 - openwday . . . drop if pre == 1 (39 observations deleted) . . . * (1) S and EDUMMY regression including months, FOURDAY . . probit dur sdummy edummy lwk1cpi advent animated children comedy crime docume > nt drama fantasy horror musical mystery noir romance scifi thrill war western > disney fox sony mgm_ua gram orion univers warner paramnt maltin year2-year9 > openscr fourday month1-month10 if month~=12, robust cluster(weekend) Note: document~=0 predicts failure perfectly document dropped and 1 obs not used Note: noir~=0 predicts success perfectly noir dropped and 1 obs not used Iteration 0: log likelihood = -288.66074 Iteration 1: log likelihood = -231.07087 Iteration 2: log likelihood = -226.94682 Iteration 3: log likelihood = -226.67326 Iteration 4: log likelihood = -226.66782 Iteration 5: log likelihood = -226.66781 Probit estimates Number of obs = 573 Wald chi2(48) = 138.69 Prob > chi2 = 0.0000 Log likelihood = -226.66781 Pseudo R2 = 0.2148 (standard errors adjusted for clustering on weekend) ------------------------------------------------------------------------------ | Robust dur | Coef. Std. Err. z P>|z| [95% Conf. Interval] ---------+-------------------------------------------------------------------- sdummy | -.0047098 .1638316 -0.029 0.977 -.3258138 .3163943 edummy | .0816778 .1471795 0.555 0.579 -.2067886 .3701443 lwk1cpi | -.0032825 .1364047 -0.024 0.981 -.2706308 .2640658 advent | .1012324 .2392693 0.423 0.672 -.3677268 .5701916 animated | -.9450878 .4854551 -1.947 0.052 -1.896562 .0063867 children | .4756311 .5244586 0.907 0.364 -.5522888 1.503551 comedy | .1129548 .1766754 0.639 0.523 -.2333226 .4592323 crime | .2161464 .2712403 0.797 0.426 -.3154747 .7477676 drama | -.0506886 .1816229 -0.279 0.780 -.406663 .3052858 fantasy | -.4635219 .3766547 -1.231 0.218 -1.201752 .2747078 horror | -.0197066 .3153872 -0.062 0.950 -.6378542 .5984411 musical | .1701425 .6824251 0.249 0.803 -1.167386 1.507671 mystery | .8290755 .3911003 2.120 0.034 .062533 1.595618 romance | .0913065 .2078119 0.439 0.660 -.3159973 .4986104 scifi | -.4311888 .2802663 -1.538 0.124 -.9805005 .118123 thrill | -.129889 .1889509 -0.687 0.492 -.5002259 .2404479 war | .1295677 .5396303 0.240 0.810 -.9280883 1.187224 western | .1608948 .4972752 0.324 0.746 -.8137467 1.135536 disney | -.1321329 .3254053 -0.406 0.685 -.7699155 .5056498 fox | .2885414 .3817436 0.756 0.450 -.4596623 1.036745 sony | .5056041 .3580749 1.412 0.158 -.1962098 1.207418 mgm_ua | .2999915 .3668274 0.818 0.413 -.418977 1.01896 gram | -.3797118 .5024464 -0.756 0.450 -1.364489 .605065 orion | -.0179778 .4512244 -0.040 0.968 -.9023614 .8664058 univers | .0332037 .371935 0.089 0.929 -.6957756 .762183 warner | .1136472 .3515415 0.323 0.746 -.5753615 .8026558 paramnt | .1390323 .3637501 0.382 0.702 -.5739047 .8519694 maltin | .4261333 .1285209 3.316 0.001 .1742369 .6780298 year2 | .0875367 .2956012 0.296 0.767 -.4918309 .6669044 year3 | -.1062546 .3232602 -0.329 0.742 -.739833 .5273238 year4 | -.0614669 .2969071 -0.207 0.836 -.6433941 .5204603 year5 | .1509267 .3203156 0.471 0.638 -.4768803 .7787337 year6 | .3772554 .304017 1.241 0.215 -.2186069 .9731178 year7 | .3286864 .3121278 1.053 0.292 -.2830729 .9404457 year8 | .9652389 .3087861 3.126 0.002 .3600292 1.570449 year9 | 2.192076 .5260989 4.167 0.000 1.160941 3.223211 openscr | -.0000662 .000204 -0.324 0.746 -.000466 .0003336 fourday | -.9395502 .2769907 -3.392 0.001 -1.482442 -.3966584 month1 | -1.540877 .4025997 -3.827 0.000 -2.329958 -.7517966 month2 | -.8019446 .3851062 -2.082 0.037 -1.556739 -.0471503 month3 | -.5776707 .3676732 -1.571 0.116 -1.298297 .1429554 month4 | -.6260946 .362383 -1.728 0.084 -1.336352 .084163 month5 | -.7166703 .3814297 -1.879 0.060 -1.464259 .0309181 month6 | -.7335473 .4453818 -1.647 0.100 -1.60648 .1393849 month7 | -.5768707 .3606291 -1.600 0.110 -1.283691 .1299493 month8 | -1.275753 .3789469 -3.367 0.001 -2.018475 -.5330304 month9 | -.0992723 .4648916 -0.214 0.831 -1.010443 .8118985 month10 | -.2371306 .3486265 -0.680 0.496 -.920426 .4461647 _cons | .3015142 1.808638 0.167 0.868 -3.243351 3.84638 ------------------------------------------------------------------------------ . . 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 chi2( 8) = 31.57 Prob > chi2 = 0.0001 . test disney fox sony mgm_ua gram orion univers warner paramnt ( 1) disney = 0.0 ( 2) fox = 0.0 ( 3) sony = 0.0 ( 4) mgm_ua = 0.0 ( 5) gram = 0.0 ( 6) orion = 0.0 ( 7) univers = 0.0 ( 8) warner = 0.0 ( 9) paramnt = 0.0 chi2( 9) = 9.04 Prob > chi2 = 0.4336 . test advent animated children comedy crime drama fantasy horror musical myste > ry romance scifi thrill war western ( 1) advent = 0.0 ( 2) animated = 0.0 ( 3) children = 0.0 ( 4) comedy = 0.0 ( 5) crime = 0.0 ( 6) drama = 0.0 ( 7) fantasy = 0.0 ( 8) horror = 0.0 ( 9) musical = 0.0 (10) mystery = 0.0 (11) romance = 0.0 (12) scifi = 0.0 (13) thrill = 0.0 (14) war = 0.0 (15) western = 0.0 chi2( 15) = 17.11 Prob > chi2 = 0.3122 . test month1 month2 month3 month4 month5 month6 month7 month8 month9 month10 ( 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 chi2( 10) = 31.03 Prob > chi2 = 0.0006 . . . * (2) S and EDUMMY regression including months, FOURDAY excluding MALTIN . . probit dur sdummy edummy lwk1cpi advent animated children comedy crime docume > nt drama fantasy horror musical mystery noir romance scifi thrill war western > disney fox sony mgm_ua gram orion univers warner paramnt year2-year9 openscr > fourday month1-month10 if month~=12, robust cluster(weekend) Note: document~=0 predicts failure perfectly document dropped and 1 obs not used Note: noir~=0 predicts success perfectly noir dropped and 1 obs not used Iteration 0: log likelihood = -288.66074 Iteration 1: log likelihood = -235.05968 Iteration 2: log likelihood = -231.44498 Iteration 3: log likelihood = -231.21974 Iteration 4: log likelihood = -231.21544 Iteration 5: log likelihood = -231.21544 Probit estimates Number of obs = 573 Wald chi2(47) = 128.61 Prob > chi2 = 0.0000 Log likelihood = -231.21544 Pseudo R2 = 0.1990 (standard errors adjusted for clustering on weekend) ------------------------------------------------------------------------------ | Robust dur | Coef. Std. Err. z P>|z| [95% Conf. Interval] ---------+-------------------------------------------------------------------- sdummy | .0525294 .1635249 0.321 0.748 -.2679735 .3730323 edummy | .1865372 .1409491 1.323 0.186 -.089718 .4627924 lwk1cpi | .1068473 .1326538 0.805 0.421 -.1531493 .3668438 advent | .2066332 .2379442 0.868 0.385 -.259729 .6729953 animated | -.9551579 .5070473 -1.884 0.060 -1.948952 .0386367 children | .4733058 .502153 0.943 0.346 -.510896 1.457508 comedy | .1581377 .1740755 0.908 0.364 -.183044 .4993194 crime | .2066714 .2727928 0.758 0.449 -.3279926 .7413354 drama | .0241924 .1788461 0.135 0.892 -.3263396 .3747243 fantasy | -.5760391 .3653867 -1.577 0.115 -1.292184 .1401056 horror | .0904964 .3090358 0.293 0.770 -.5152027 .6961955 musical | .2801988 .6693517 0.419 0.675 -1.031706 1.592104 mystery | .8222739 .3687311 2.230 0.026 .0995743 1.544974 romance | .0729263 .2051337 0.356 0.722 -.3291284 .474981 scifi | -.4337628 .2645108 -1.640 0.101 -.9521945 .0846689 thrill | -.0957237 .1859118 -0.515 0.607 -.4601041 .2686567 war | .16452 .5188057 0.317 0.751 -.8523205 1.181361 western | .2058414 .494891 0.416 0.677 -.7641271 1.17581 disney | -.0479106 .3313499 -0.145 0.885 -.6973445 .6015232 fox | .3884625 .3795323 1.024 0.306 -.3554071 1.132332 sony | .5765384 .3597107 1.603 0.109 -.1284816 1.281558 mgm_ua | .3401783 .3640533 0.934 0.350 -.373353 1.05371 gram | -.313542 .5032187 -0.623 0.533 -1.299833 .6727486 orion | .0429113 .4366475 0.098 0.922 -.8129022 .8987247 univers | .1157763 .3722938 0.311 0.756 -.6139063 .8454588 warner | .2185017 .3530068 0.619 0.536 -.4733789 .9103822 paramnt | .1877412 .3624145 0.518 0.604 -.5225781 .8980605 year2 | .0653063 .2920571 0.224 0.823 -.507115 .6377277 year3 | -.0813748 .3162121 -0.257 0.797 -.7011391 .5383896 year4 | -.0347654 .2936521 -0.118 0.906 -.610313 .5407822 year5 | .1961066 .3166 0.619 0.536 -.4244179 .8166312 year6 | .3789651 .2952281 1.284 0.199 -.1996714 .9576016 year7 | .3148951 .3047283 1.033 0.301 -.2823615 .9121517 year8 | .9617071 .3049337 3.154 0.002 .3640481 1.559366 year9 | 2.190094 .5122849 4.275 0.000 1.186034 3.194154 openscr | -.0002149 .0001994 -1.077 0.281 -.0006058 .000176 fourday | -.9922477 .2663344 -3.726 0.000 -1.514254 -.4702419 month1 | -1.633227 .4043453 -4.039 0.000 -2.425729 -.8407248 month2 | -.8670068 .3832931 -2.262 0.024 -1.618247 -.1157661 month3 | -.6332323 .3676775 -1.722 0.085 -1.353867 .0874025 month4 | -.7466406 .3587556 -2.081 0.037 -1.449789 -.0434925 month5 | -.7291187 .3732282 -1.954 0.051 -1.460633 .0023952 month6 | -.6741154 .4389464 -1.536 0.125 -1.534435 .1862038 month7 | -.6298406 .3636011 -1.732 0.083 -1.342486 .0828044 month8 | -1.298211 .3704148 -3.505 0.000 -2.024211 -.5722112 month9 | -.0983937 .4545301 -0.216 0.829 -.9892563 .7924688 month10 | -.2976464 .3436168 -0.866 0.386 -.9711231 .3758302 _cons | -.3732081 1.782961 -0.209 0.834 -3.867747 3.121331 ------------------------------------------------------------------------------ . . 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 chi2( 8) = 31.74 Prob > chi2 = 0.0001 . test disney fox sony mgm_ua gram orion univers warner paramnt ( 1) disney = 0.0 ( 2) fox = 0.0 ( 3) sony = 0.0 ( 4) mgm_ua = 0.0 ( 5) gram = 0.0 ( 6) orion = 0.0 ( 7) univers = 0.0 ( 8) warner = 0.0 ( 9) paramnt = 0.0 chi2( 9) = 9.05 Prob > chi2 = 0.4331 . test advent animated children comedy crime drama fantasy horror musical myste > ry romance scifi thrill war western ( 1) advent = 0.0 ( 2) animated = 0.0 ( 3) children = 0.0 ( 4) comedy = 0.0 ( 5) crime = 0.0 ( 6) drama = 0.0 ( 7) fantasy = 0.0 ( 8) horror = 0.0 ( 9) musical = 0.0 (10) mystery = 0.0 (11) romance = 0.0 (12) scifi = 0.0 (13) thrill = 0.0 (14) war = 0.0 (15) western = 0.0 chi2( 15) = 18.60 Prob > chi2 = 0.2325 . test month1 month2 month3 month4 month5 month6 month7 month8 month9 month10 ( 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 chi2( 10) = 33.29 Prob > chi2 = 0.0002 . . . * (3) S and EDUMMY regression excluding months, FOURDAY . . probit dur sdummy edummy lwk1cpi advent animated children comedy crime docume > nt drama fantasy horror musical mystery noir romance scifi thrill war western > disney fox sony mgm_ua gram orion univers warner paramnt maltin openscr, rob > ust cluster(weekend) Note: document~=0 predicts failure perfectly document dropped and 1 obs not used Note: noir~=0 predicts success perfectly noir dropped and 1 obs not used Iteration 0: log likelihood = -296.10645 Iteration 1: log likelihood = -273.60157 Iteration 2: log likelihood = -273.2596 Iteration 3: log likelihood = -273.25857 Iteration 4: log likelihood = -273.25857 Probit estimates Number of obs = 607 Wald chi2(29) = 58.36 Prob > chi2 = 0.0010 Log likelihood = -273.25857 Pseudo R2 = 0.0772 (standard errors adjusted for clustering on weekend) ------------------------------------------------------------------------------ | Robust dur | Coef. Std. Err. z P>|z| [95% Conf. Interval] ---------+-------------------------------------------------------------------- sdummy | -.0342793 .1450706 -0.236 0.813 -.3186124 .2500538 edummy | .1520665 .1338153 1.136 0.256 -.1102067 .4143398 lwk1cpi | -.2202471 .1228327 -1.793 0.073 -.4609947 .0205005 advent | -.0273893 .2254352 -0.121 0.903 -.4692342 .4144556 animated | -.6007457 .4823903 -1.245 0.213 -1.546213 .344722 children | .1946871 .4528195 0.430 0.667 -.6928228 1.082197 comedy | .1134707 .1623771 0.699 0.485 -.2047826 .4317239 crime | .2753097 .2494307 1.104 0.270 -.2135655 .7641849 drama | .015256 .1658447 0.092 0.927 -.3097937 .3403058 fantasy | -.3783971 .3213092 -1.178 0.239 -1.008152 .2513573 horror | -.0276747 .2790596 -0.099 0.921 -.5746214 .5192721 musical | .4549089 .6120267 0.743 0.457 -.7446414 1.654459 mystery | .7202001 .3373708 2.135 0.033 .0589654 1.381435 romance | .1462236 .1793987 0.815 0.415 -.2053914 .4978385 scifi | -.4225622 .236673 -1.785 0.074 -.8864326 .0413083 thrill | -.2048708 .1760687 -1.164 0.245 -.5499591 .1402175 war | -.1182822 .4859803 -0.243 0.808 -1.070786 .8342216 western | -.0421112 .4671551 -0.090 0.928 -.9577183 .8734959 disney | .0596805 .3056743 0.195 0.845 -.5394301 .6587912 fox | .3910623 .3633303 1.076 0.282 -.321052 1.103177 sony | .5510656 .3292509 1.674 0.094 -.0942543 1.196385 mgm_ua | .2899697 .3439729 0.843 0.399 -.3842048 .9641442 gram | .0683361 .4753965 0.144 0.886 -.863424 1.000096 orion | .0357175 .4046063 0.088 0.930 -.7572963 .8287314 univers | .0908317 .3392472 0.268 0.789 -.5740807 .755744 warner | .2249791 .3199892 0.703 0.482 -.4021882 .8521464 paramnt | .1601099 .3199046 0.500 0.617 -.4668916 .7871113 maltin | .4898132 .1219759 4.016 0.000 .2507448 .7288816 openscr | .0004285 .0001779 2.409 0.016 .0000798 .0007772 _cons | 2.237305 1.576841 1.419 0.156 -.8532466 5.327856 ------------------------------------------------------------------------------ . . test disney fox sony mgm_ua gram orion univers warner paramnt ( 1) disney = 0.0 ( 2) fox = 0.0 ( 3) sony = 0.0 ( 4) mgm_ua = 0.0 ( 5) gram = 0.0 ( 6) orion = 0.0 ( 7) univers = 0.0 ( 8) warner = 0.0 ( 9) paramnt = 0.0 chi2( 9) = 7.49 Prob > chi2 = 0.5866 . test advent animated children comedy crime drama fantasy horror musical myste > ry romance scifi thrill war western ( 1) advent = 0.0 ( 2) animated = 0.0 ( 3) children = 0.0 ( 4) comedy = 0.0 ( 5) crime = 0.0 ( 6) drama = 0.0 ( 7) fantasy = 0.0 ( 8) horror = 0.0 ( 9) musical = 0.0 (10) mystery = 0.0 (11) romance = 0.0 (12) scifi = 0.0 (13) thrill = 0.0 (14) war = 0.0 (15) western = 0.0 chi2( 15) = 19.09 Prob > chi2 = 0.2099 . . . * (4) Regression excluding all reviews, revenue variables . . probit dur advent animated children comedy crime document drama fantasy horro > r musical mystery noir romance scifi thrill war western disney fox sony mgm_u > a gram orion univers warner paramnt maltin year2-year9 openscr fourday month1 > -month10 if month~=12, robust cluster(weekend) Note: document~=0 predicts failure perfectly document dropped and 1 obs not used Note: noir~=0 predicts success perfectly noir dropped and 1 obs not used Iteration 0: log likelihood = -288.66074 Iteration 1: log likelihood = -231.25446 Iteration 2: log likelihood = -227.09192 Iteration 3: log likelihood = -226.80847 Iteration 4: log likelihood = -226.80269 Iteration 5: log likelihood = -226.80268 Probit estimates Number of obs = 573 Wald chi2(45) = 137.05 Prob > chi2 = 0.0000 Log likelihood = -226.80268 Pseudo R2 = 0.2143 (standard errors adjusted for clustering on weekend) ------------------------------------------------------------------------------ | Robust dur | Coef. Std. Err. z P>|z| [95% Conf. Interval] ---------+-------------------------------------------------------------------- advent | .0960296 .2389743 0.402 0.688 -.3723514 .5644107 animated | -.9402144 .4868443 -1.931 0.053 -1.894412 .0139828 children | .4878853 .5217554 0.935 0.350 -.5347366 1.510507 comedy | .1111044 .1777927 0.625 0.532 -.2373628 .4595717 crime | .2156631 .2655904 0.812 0.417 -.3048844 .7362107 drama | -.0436646 .179207 -0.244 0.807 -.3949038 .3075747 fantasy | -.4614108 .3693199 -1.249 0.212 -1.185265 .262443 horror | -.0202942 .3165497 -0.064 0.949 -.6407201 .6001317 musical | .1799886 .6777841 0.266 0.791 -1.148444 1.508421 mystery | .8219273 .391652 2.099 0.036 .0543035 1.589551 romance | .1024213 .2101046 0.487 0.626 -.3093762 .5142188 scifi | -.427629 .2818721 -1.517 0.129 -.9800882 .1248302 thrill | -.1183354 .1901526 -0.622 0.534 -.4910277 .2543569 war | .1342535 .5382919 0.249 0.803 -.9207791 1.189286 western | .1481728 .5008384 0.296 0.767 -.8334525 1.129798 disney | -.1405941 .3098455 -0.454 0.650 -.74788 .4666919 fox | .2819375 .3689346 0.764 0.445 -.441161 1.005036 sony | .5099032 .3494815 1.459 0.145 -.1750679 1.194874 mgm_ua | .3054278 .3674955 0.831 0.406 -.4148503 1.025706 gram | -.3874286 .5032599 -0.770 0.441 -1.3738 .5989427 orion | -.0207172 .4501583 -0.046 0.963 -.9030113 .861577 univers | .0323603 .3565367 0.091 0.928 -.6664387 .7311594 warner | .1122785 .3427564 0.328 0.743 -.5595117 .7840687 paramnt | .142853 .3591653 0.398 0.691 -.5610981 .8468041 maltin | .4467013 .1170274 3.817 0.000 .2173319 .6760707 year2 | .0839607 .2970702 0.283 0.777 -.4982862 .6662076 year3 | -.0996648 .3234531 -0.308 0.758 -.7336213 .5342917 year4 | -.0677188 .2974362 -0.228 0.820 -.6506831 .5152455 year5 | .1544719 .319754 0.483 0.629 -.4722344 .7811782 year6 | .3757318 .3041817 1.235 0.217 -.2204533 .9719169 year7 | .3302347 .3134578 1.054 0.292 -.2841313 .9446007 year8 | .9656982 .3076824 3.139 0.002 .3626519 1.568745 year9 | 2.211333 .5335299 4.145 0.000 1.165634 3.257032 openscr | -.0000734 .0001401 -0.524 0.600 -.000348 .0002011 fourday | -.9392914 .2780675 -3.378 0.001 -1.484294 -.3942891 month1 | -1.546999 .4038442 -3.831 0.000 -2.338519 -.7554787 month2 | -.8166222 .3896875 -2.096 0.036 -1.580396 -.0528487 month3 | -.5775833 .3657683 -1.579 0.114 -1.294476 .1393094 month4 | -.6252295 .3568822 -1.752 0.080 -1.324706 .0742468 month5 | -.7121478 .3797699 -1.875 0.061 -1.456483 .0321875 month6 | -.7392277 .4448561 -1.662 0.097 -1.61113 .1326743 month7 | -.5810718 .3602559 -1.613 0.107 -1.28716 .1250168 month8 | -1.275588 .3784146 -3.371 0.001 -2.017267 -.5339092 month9 | -.0983113 .4672703 -0.210 0.833 -1.014144 .8175216 month10 | -.2458816 .3476585 -0.707 0.479 -.9272797 .4355164 _cons | .2457895 .5557965 0.442 0.658 -.8435517 1.335131 ------------------------------------------------------------------------------ . . 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 chi2( 8) = 31.91 Prob > chi2 = 0.0001 . test disney fox sony mgm_ua gram orion univers warner paramnt ( 1) disney = 0.0 ( 2) fox = 0.0 ( 3) sony = 0.0 ( 4) mgm_ua = 0.0 ( 5) gram = 0.0 ( 6) orion = 0.0 ( 7) univers = 0.0 ( 8) warner = 0.0 ( 9) paramnt = 0.0 chi2( 9) = 9.49 Prob > chi2 = 0.3929 . test advent animated children comedy crime drama fantasy horror musical myste > ry romance scifi thrill war western ( 1) advent = 0.0 ( 2) animated = 0.0 ( 3) children = 0.0 ( 4) comedy = 0.0 ( 5) crime = 0.0 ( 6) drama = 0.0 ( 7) fantasy = 0.0 ( 8) horror = 0.0 ( 9) musical = 0.0 (10) mystery = 0.0 (11) romance = 0.0 (12) scifi = 0.0 (13) thrill = 0.0 (14) war = 0.0 (15) western = 0.0 chi2( 15) = 16.34 Prob > chi2 = 0.3600 . test month1 month2 month3 month4 month5 month6 month7 month8 month9 month10 ( 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 chi2( 10) = 30.93 Prob > chi2 = 0.0006 . . . * (5) Regression excluding everything but timing . . probit dur year2-year9 fourday month1-month10 if month~=12, robust cluster(we > ekend) Iteration 0: log likelihood = -290.48234 Iteration 1: log likelihood = -249.78036 Iteration 2: log likelihood = -247.24123 Iteration 3: log likelihood = -247.04461 Iteration 4: log likelihood = -247.04081 Iteration 5: log likelihood = -247.04081 Probit estimates Number of obs = 575 Wald chi2(19) = 62.93 Prob > chi2 = 0.0000 Log likelihood = -247.04081 Pseudo R2 = 0.1495 (standard errors adjusted for clustering on weekend) ------------------------------------------------------------------------------ | Robust dur | Coef. Std. Err. z P>|z| [95% Conf. Interval] ---------+-------------------------------------------------------------------- year2 | .0466447 .2772533 0.168 0.866 -.4967619 .5900512 year3 | -.0329071 .310192 -0.106 0.916 -.6408722 .575058 year4 | -.0962381 .2835629 -0.339 0.734 -.6520111 .459535 year5 | .26376 .308555 0.855 0.393 -.3409967 .8685168 year6 | .3246972 .276475 1.174 0.240 -.2171838 .8665782 year7 | .261604 .2869376 0.912 0.362 -.3007834 .8239914 year8 | .8591466 .2892937 2.970 0.003 .2921413 1.426152 year9 | 2.117409 .5378222 3.937 0.000 1.063296 3.171521 fourday | -.9849135 .2695769 -3.654 0.000 -1.513274 -.4565526 month1 | -1.529053 .4025925 -3.798 0.000 -2.31812 -.7399859 month2 | -.6857589 .3867826 -1.773 0.076 -1.443839 .072321 month3 | -.5147992 .3592973 -1.433 0.152 -1.219009 .1894107 month4 | -.6211807 .3515814 -1.767 0.077 -1.310267 .0679062 month5 | -.6322965 .3800757 -1.664 0.096 -1.377231 .1126382 month6 | -.6329036 .4123092 -1.535 0.125 -1.441015 .1752076 month7 | -.5256062 .3640706 -1.444 0.149 -1.239172 .187959 month8 | -1.123569 .3702588 -3.035 0.002 -1.849263 -.397875 month9 | -.0335764 .4522717 -0.074 0.941 -.9200127 .8528598 month10 | -.2770375 .350865 -0.790 0.430 -.9647203 .4106453 _cons | 1.232434 .3905922 3.155 0.002 .4668876 1.997981 ------------------------------------------------------------------------------ . . 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 chi2( 8) = 28.90 Prob > chi2 = 0.0003 . test month1 month2 month3 month4 month5 month6 month7 month8 month9 month10 ( 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 chi2( 10) = 26.57 Prob > chi2 = 0.0030 . . . * (6) THUMBS regression including months, FOURDAY . . probit dur ou uu lwk1cpi advent animated children comedy crime document drama > fantasy horror musical mystery noir romance scifi thrill war western disney > fox sony mgm_ua gram orion univers warner paramnt maltin year2-year9 openscr > fourday month1-month10 if month~=12, robust cluster(weekend) Note: document~=0 predicts failure perfectly document dropped and 1 obs not used Note: noir~=0 predicts success perfectly noir dropped and 1 obs not used Iteration 0: log likelihood = -288.66074 Iteration 1: log likelihood = -230.7938 Iteration 2: log likelihood = -226.53865 Iteration 3: log likelihood = -226.24123 Iteration 4: log likelihood = -226.23469 Iteration 5: log likelihood = -226.23468 Probit estimates Number of obs = 573 Wald chi2(48) = 139.18 Prob > chi2 = 0.0000 Log likelihood = -226.23468 Pseudo R2 = 0.2163 (standard errors adjusted for clustering on weekend) ------------------------------------------------------------------------------ | Robust dur | Coef. Std. Err. z P>|z| [95% Conf. Interval] ---------+-------------------------------------------------------------------- ou | .1719464 .15896 1.082 0.279 -.1396095 .4835024 uu | .0272442 .2182762 0.125 0.901 -.4005693 .4550577 lwk1cpi | -.0034675 .136465 -0.025 0.980 -.2709341 .2639991 advent | .1144781 .2377084 0.482 0.630 -.3514218 .580378 animated | -.9275829 .4877916 -1.902 0.057 -1.883637 .028471 children | .5062944 .5320941 0.952 0.341 -.5365909 1.54918 comedy | .1235643 .1780499 0.694 0.488 -.2254071 .4725357 crime | .2165327 .2713677 0.798 0.425 -.3153383 .7484037 drama | -.0480562 .1820054 -0.264 0.792 -.4047802 .3086678 fantasy | -.4999357 .3691855 -1.354 0.176 -1.223526 .2236545 horror | -.030478 .3132725 -0.097 0.922 -.6444807 .5835248 musical | .1438827 .6709353 0.214 0.830 -1.171126 1.458892 mystery | .8118288 .3807775 2.132 0.033 .0655186 1.558139 romance | .0921809 .2083181 0.443 0.658 -.3161151 .5004769 scifi | -.4291345 .2817814 -1.523 0.128 -.981416 .1231469 thrill | -.1287193 .1902976 -0.676 0.499 -.5016958 .2442572 war | .1548432 .540989 0.286 0.775 -.9054758 1.215162 western | .1625558 .4898252 0.332 0.740 -.7974839 1.122596 disney | -.1330551 .3256081 -0.409 0.683 -.7712353 .5051251 fox | .2964815 .3849525 0.770 0.441 -.4580115 1.050974 sony | .5151376 .3567777 1.444 0.149 -.1841338 1.214409 mgm_ua | .3016103 .3650209 0.826 0.409 -.4138176 1.017038 gram | -.3522753 .5010949 -0.703 0.482 -1.334403 .6298526 orion | -.0141848 .4504007 -0.031 0.975 -.896954 .8685845 univers | .0429468 .3727702 0.115 0.908 -.6876693 .7735629 warner | .1212218 .3512156 0.345 0.730 -.567148 .8095917 paramnt | .156581 .3630916 0.431 0.666 -.5550654 .8682275 maltin | .4403024 .1292361 3.407 0.001 .1870043 .6936005 year2 | .0900052 .2963902 0.304 0.761 -.4909089 .6709193 year3 | -.1093084 .3241796 -0.337 0.736 -.7446886 .5260719 year4 | -.0825712 .2972937 -0.278 0.781 -.6652562 .5001137 year5 | .1565469 .3227676 0.485 0.628 -.4760661 .7891599 year6 | .3683281 .3033634 1.214 0.225 -.2262532 .9629095 year7 | .3267792 .3111287 1.050 0.294 -.283022 .9365803 year8 | .9513297 .307282 3.096 0.002 .349068 1.553591 year9 | 2.214614 .5312055 4.169 0.000 1.173471 3.255758 openscr | -.0000615 .0002048 -0.300 0.764 -.000463 .0003399 fourday | -.9418258 .278768 -3.379 0.001 -1.488201 -.3954506 month1 | -1.546078 .4035565 -3.831 0.000 -2.337034 -.7551217 month2 | -.8009171 .383429 -2.089 0.037 -1.552424 -.04941 month3 | -.6053534 .3665357 -1.652 0.099 -1.32375 .1130433 month4 | -.6213834 .3608566 -1.722 0.085 -1.328649 .0858825 month5 | -.7316092 .3797909 -1.926 0.054 -1.475986 .0127673 month6 | -.7629034 .4455367 -1.712 0.087 -1.636139 .1103325 month7 | -.5813135 .359318 -1.618 0.106 -1.285564 .1229368 month8 | -1.297823 .3780292 -3.433 0.001 -2.038746 -.5568992 month9 | -.1158132 .460822 -0.251 0.802 -1.019008 .7873813 month10 | -.2458054 .347541 -0.707 0.479 -.9269732 .4353623 _cons | .2447744 1.80687 0.135 0.892 -3.296625 3.786174 ------------------------------------------------------------------------------ . . 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 chi2( 8) = 31.32 Prob > chi2 = 0.0001 . test disney fox sony mgm_ua gram orion univers warner paramnt ( 1) disney = 0.0 ( 2) fox = 0.0 ( 3) sony = 0.0 ( 4) mgm_ua = 0.0 ( 5) gram = 0.0 ( 6) orion = 0.0 ( 7) univers = 0.0 ( 8) warner = 0.0 ( 9) paramnt = 0.0 chi2( 9) = 9.47 Prob > chi2 = 0.3948 . test advent animated children comedy crime drama fantasy horror musical myste > ry romance scifi thrill war western ( 1) advent = 0.0 ( 2) animated = 0.0 ( 3) children = 0.0 ( 4) comedy = 0.0 ( 5) crime = 0.0 ( 6) drama = 0.0 ( 7) fantasy = 0.0 ( 8) horror = 0.0 ( 9) musical = 0.0 (10) mystery = 0.0 (11) romance = 0.0 (12) scifi = 0.0 (13) thrill = 0.0 (14) war = 0.0 (15) western = 0.0 chi2( 15) = 17.54 Prob > chi2 = 0.2875 . test month1 month2 month3 month4 month5 month6 month7 month8 month9 month10 ( 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 chi2( 10) = 30.69 Prob > chi2 = 0.0007 . . . * (7) THUMBS regression including months, FOURDAY, excluding MALTIN . . probit dur ou uu lwk1cpi advent animated children comedy crime document drama > fantasy horror musical mystery noir romance scifi thrill war western disney > fox sony mgm_ua gram orion univers warner paramnt year2-year9 openscr fourday > month1-month10 if month~=12, robust cluster(weekend) Note: document~=0 predicts failure perfectly document dropped and 1 obs not used Note: noir~=0 predicts success perfectly noir dropped and 1 obs not used Iteration 0: log likelihood = -288.66074 Iteration 1: log likelihood = -234.96987 Iteration 2: log likelihood = -231.31397 Iteration 3: log likelihood = -231.07816 Iteration 4: log likelihood = -231.07335 Iteration 5: log likelihood = -231.07335 Probit estimates Number of obs = 573 Wald chi2(47) = 129.24 Prob > chi2 = 0.0000 Log likelihood = -231.07335 Pseudo R2 = 0.1995 (standard errors adjusted for clustering on weekend) ------------------------------------------------------------------------------ | Robust dur | Coef. Std. Err. z P>|z| [95% Conf. Interval] ---------+-------------------------------------------------------------------- ou | .2209816 .1580596 1.398 0.162 -.0888095 .5307726 uu | .2072311 .2020218 1.026 0.305 -.1887244 .6031866 lwk1cpi | .11294 .134049 0.843 0.399 -.1497912 .3756712 advent | .2159076 .2366654 0.912 0.362 -.247948 .6797633 animated | -.9271888 .5094402 -1.820 0.069 -1.925673 .0712957 children | .493123 .5032819 0.980 0.327 -.4932913 1.479537 comedy | .1688094 .1752662 0.963 0.335 -.174706 .5123248 crime | .2100771 .2724924 0.771 0.441 -.3239983 .7441524 drama | .0291469 .1792524 0.163 0.871 -.3221813 .380475 fantasy | -.6166843 .358819 -1.719 0.086 -1.319957 .0865881 horror | .0871572 .3079458 0.283 0.777 -.5164055 .69072 musical | .2664468 .6614574 0.403 0.687 -1.029986 1.562879 mystery | .81124 .3607579 2.249 0.025 .1041675 1.518313 romance | .071136 .2052032 0.347 0.729 -.3310549 .4733269 scifi | -.4294534 .265413 -1.618 0.106 -.9496532 .0907465 thrill | -.0879503 .1870629 -0.470 0.638 -.4545868 .2786862 war | .1831661 .5167871 0.354 0.723 -.8297181 1.19605 western | .2097435 .4898997 0.428 0.669 -.7504424 1.169929 disney | -.0506663 .3328133 -0.152 0.879 -.7029684 .6016357 fox | .3974819 .3831154 1.037 0.300 -.3534104 1.148374 sony | .5863039 .3597042 1.630 0.103 -.1187034 1.291311 mgm_ua | .3431168 .3632478 0.945 0.345 -.3688357 1.055069 gram | -.2988139 .5014204 -0.596 0.551 -1.28158 .683952 orion | .0491624 .4359146 0.113 0.910 -.8052145 .9035392 univers | .1228872 .374642 0.328 0.743 -.6113976 .857172 warner | .2252204 .3535266 0.637 0.524 -.467679 .9181199 paramnt | .2009359 .3629552 0.554 0.580 -.5104432 .912315 year2 | .062808 .2937616 0.214 0.831 -.5129542 .6385703 year3 | -.0778272 .3169384 -0.246 0.806 -.6990151 .5433606 year4 | -.0502829 .2935003 -0.171 0.864 -.625533 .5249672 year5 | .2010823 .3181242 0.632 0.527 -.4224296 .8245943 year6 | .3699388 .2941458 1.258 0.209 -.2065764 .946454 year7 | .3133304 .3050175 1.027 0.304 -.2844928 .9111537 year8 | .9500252 .3028548 3.137 0.002 .3564407 1.54361 year9 | 2.202477 .515337 4.274 0.000 1.192435 3.212518 openscr | -.0002212 .0002019 -1.095 0.273 -.000617 .0001746 fourday | -.9967606 .2687608 -3.709 0.000 -1.523522 -.4699991 month1 | -1.636773 .4049927 -4.041 0.000 -2.430544 -.8430021 month2 | -.8627724 .3814067 -2.262 0.024 -1.610316 -.1152291 month3 | -.647219 .3658256 -1.769 0.077 -1.364224 .069786 month4 | -.744852 .3565926 -2.089 0.037 -1.443761 -.0459433 month5 | -.7313812 .3709953 -1.971 0.049 -1.458519 -.0042438 month6 | -.6953153 .4374868 -1.589 0.112 -1.552774 .1621431 month7 | -.630865 .3620535 -1.742 0.081 -1.340477 .0787468 month8 | -1.311546 .3685979 -3.558 0.000 -2.033984 -.589107 month9 | -.1020835 .4504308 -0.227 0.821 -.9849117 .7807446 month10 | -.2990975 .3416269 -0.876 0.381 -.9686739 .370479 _cons | -.4797127 1.792099 -0.268 0.789 -3.992162 3.032737 ------------------------------------------------------------------------------ . . 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 chi2( 8) = 31.57 Prob > chi2 = 0.0001 . test disney fox sony mgm_ua gram orion univers warner paramnt ( 1) disney = 0.0 ( 2) fox = 0.0 ( 3) sony = 0.0 ( 4) mgm_ua = 0.0 ( 5) gram = 0.0 ( 6) orion = 0.0 ( 7) univers = 0.0 ( 8) warner = 0.0 ( 9) paramnt = 0.0 chi2( 9) = 9.58 Prob > chi2 = 0.3856 . test advent animated children comedy crime drama fantasy horror musical myste > ry romance scifi thrill war western ( 1) advent = 0.0 ( 2) animated = 0.0 ( 3) children = 0.0 ( 4) comedy = 0.0 ( 5) crime = 0.0 ( 6) drama = 0.0 ( 7) fantasy = 0.0 ( 8) horror = 0.0 ( 9) musical = 0.0 (10) mystery = 0.0 (11) romance = 0.0 (12) scifi = 0.0 (13) thrill = 0.0 (14) war = 0.0 (15) western = 0.0 chi2( 15) = 18.85 Prob > chi2 = 0.2204 . test month1 month2 month3 month4 month5 month6 month7 month8 month9 month10 ( 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 chi2( 10) = 33.13 Prob > chi2 = 0.0003 . . end of do-file . exit, clear