return

Wooldridge Source: Collected by Stephanie Balys, a former MSU undergraduate, from the New York Stock Exchange and Compustat. Data loads lazily.

datasets

Students learning both econometrics and R may find the introduction
to both challenging. The wooldridge data package aims to lighten the task by efficiently
loading any data set found in the text with a single command. Data sets have been
compressed to a fraction of their original size. Documentation files contain page numbers,
the original source, time of publication, and notes from the author suggesting avenues for
further analysis and research. If one needs an introduction to R model syntax, a
vignette contains solutions to examples from chapters of the text.
Data sets are from the 7th edition (Wooldridge 2020, ISBN-13 978-1-337-55886-0),
and are backwards compatible with all previous versions of the text.

Justin Shea

wooldridge

115 Data Sets from "Introductory Econometrics: A Modern
Approach, 7e" by Jeffrey M. Wooldridge

Justin M. Shea

Kennth H. Brown

return function

A data.frame with 142 observations on 12 variables:<ul>
<li>roe: return on equity, 1990</li>
<li>rok: return on capital, 1990</li>
<li>dkr: debt/capital, 1990</li>
<li>eps: earnings per share, 1990</li>
<li>netinc: net income, 1990 (mills.)</li>
<li>sp90: stock price, end 1990</li>
<li>sp94: stock price, end 1994</li>
<li>salary: CEO salary, 1990 (thous.)</li>
<li>return: percent change s.p., 90-94</li>
<li>lsalary: log(salary)</li>
<li>lsp90: log(sp90)</li>
<li>lnetinc: log(netinc)</li>
</ul>

Format

More can be done with this data set. Recently, I discovered that lsp90 does appear to predict return (and the log of the 1990 stock price works better than sp90). I am a little suspicious, but you could use the negative coefficient on lsp90 to illustrate “reversion to the mean.”
Used in Text: page 162-163

return: return

Description

Usage

Arguments

Format

Notes

Examples