Difference between revisions of "James Chen (Work Log)"

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11/18/2016 - Minor bugfixes for STATA code (got winsorized variables working consistently); began working on patent start/end table
 
11/18/2016 - Minor bugfixes for STATA code (got winsorized variables working consistently); began working on patent start/end table
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02/02/2017 - Planned immediate next steps for LBO project; fixed bug in matching code (matchpair indices not being stored correctly)

Revision as of 18:59, 2 February 2017


James Chen Work Logs (log page)

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

07/18/2016 - 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.

07/22/2016 - Performed further testing of hazard model. Ran preliminary matching analysis using patent flow data.

07/25/2016 - Cleaned data setup do file. Organized list of data problems to consult with Ed.

09/06/2016 - Discussed workload for the week, plan for project going forward with Ed and Jake.

09/08/2016 - Reread Lerner article, compiled notes on article and state of the project

09/09/2016 - Completed some ad hoc analyses of STATA dataset to diagnose problems with propensity score matching.

10/13/2016 - Met with Ed and Brian to discuss results and future work for LBO Innovation project. Began rebuild/redocumentation of dataset.

10/14/2016 - Continuing rebuild, documentation at Leveraged_Buyout_Innovation_(Academic_Paper)#New_Version. COMPUSTAT data is now standardized for linking.

10/18/2016 - Began importing Brian's SDC data into SQL database

10/20/2016 - Completed importing SDC data

10/21/2016 - Matched SDC data to COMPUSTAT data for LBO entry flags.

10/27/2016 - Reorganized SQL script for better readability. Tried to bugfix SDC join (still WIP)

10/28/2016 - Completed initial SDC join. Adding additional matches using name-based matching.

11/03/2016 - Continued working on name-based matching.

11/04/2016 - Completed name-based matching for SDC data/LBOs.

11/10/2016 - Finalized documentation for LBO side of project. Minor bugfixes for name-based matching from last week.

11/11/2016 - Worked on matching in patent flows and stocks, basically finished up to name-based matching

11/17/2016 - Finished matching in patent flows and stocks, contingent on having a completed active patent start/end table from Napas

11/18/2016 - Minor bugfixes for STATA code (got winsorized variables working consistently); began working on patent start/end table

02/02/2017 - Planned immediate next steps for LBO project; fixed bug in matching code (matchpair indices not being stored correctly)