rm(list = ls())
setwd("/Users/vancam/Documents/WAIKATO-Thesis/VESuse/CVan/TFP_OwnGO")
load("tfpgo_unblRD.rda")
load("/Users/vancam/Documents/WAIKATO-Thesis/VESuse/CVan/Final_forpaper/export_ublfinal.rda")
load("/Users/vancam/Documents/WAIKATO-Thesis/VESuse/CVan/2015/export15clear_4digit.rda")
library(tidyverse)
## Loading tidyverse: ggplot2
## Loading tidyverse: tibble
## Loading tidyverse: tidyr
## Loading tidyverse: readr
## Loading tidyverse: purrr
## Loading tidyverse: dplyr
## Conflicts with tidy packages ----------------------------------------------
## filter(): dplyr, stats
## lag(): dplyr, stats
export <- filter(export_ublfinal, exportvol >0)
library(quantreg)
## Loading required package: SparseM
##
## Attaching package: 'SparseM'
## The following object is masked from 'package:base':
##
## backsolve
attach(export)
## The following object is masked _by_ .GlobalEnv:
##
## export
Y <- cbind(exportvol)
X <- cbind(scale, labor, capital2, ownership)
ols <- lm(Y~X, data = export)
quan25 <- rq(Y~X, data = export, tau = 0.25)
quan50 <- rq(Y~X, data = export, tau = 0.5)
quan75 <- rq(Y~X, data = export, tau = 0.75)
## Warning in rq.fit.br(x, y, tau = tau, ...): Solution may be nonunique
summary(quan25)
## Warning in summary.rq(quan25): 594 non-positive fis
##
## Call: rq(formula = Y ~ X, tau = 0.25, data = export)
##
## tau: [1] 0.25
##
## Coefficients:
## Value Std. Error t value Pr(>|t|)
## (Intercept) -2.46519 0.96666 -2.55020 0.01077
## Xscale 10.35629 7.87170 1.31564 0.18831
## Xlabor 1.37156 0.13044 10.51463 0.00000
## Xcapital2 0.00433 0.00380 1.14060 0.25405
## Xownership -118.91260 23.78784 -4.99888 0.00000
summary(quan50)
## Warning in summary.rq(quan50): 370 non-positive fis
##
## Call: rq(formula = Y ~ X, tau = 0.5, data = export)
##
## tau: [1] 0.5
##
## Coefficients:
## Value Std. Error t value Pr(>|t|)
## (Intercept) -29.57723 4.96586 -5.95611 0.00000
## Xscale 199.72462 48.52622 4.11581 0.00004
## Xlabor 4.16621 0.36677 11.35925 0.00000
## Xcapital2 0.01518 0.00553 2.74651 0.00603
## Xownership -425.19968 99.99429 -4.25224 0.00002
summary(quan75)
## Warning in summary.rq(quan75): 1 non-positive fis
##
## Call: rq(formula = Y ~ X, tau = 0.75, data = export)
##
## tau: [1] 0.75
##
## Coefficients:
## Value Std. Error t value Pr(>|t|)
## (Intercept) -62.30066 17.85600 -3.48906 0.00049
## Xscale 374.64990 61.85280 6.05712 0.00000
## Xlabor 10.73823 0.63446 16.92500 0.00000
## Xcapital2 0.07139 0.01191 5.99305 0.00000
## Xownership -490.20750 82.18345 -5.96480 0.00000
#Ploting the data
kevin <- rq(Y~X, tau = seq(0.05, 0.95, by = 0.05), data = export)
## Warning in rq.fit.br(x, y, tau = tau, ...): Solution may be nonunique
## Warning in rq.fit.br(x, y, tau = tau, ...): Solution may be nonunique
## Warning in rq.fit.br(x, y, tau = tau, ...): Solution may be nonunique
## Warning in rq.fit.br(x, y, tau = tau, ...): Solution may be nonunique
## Warning in rq.fit.br(x, y, tau = tau, ...): Solution may be nonunique
## Warning in rq.fit.br(x, y, tau = tau, ...): Solution may be nonunique
## Warning in rq.fit.br(x, y, tau = tau, ...): Solution may be nonunique
## Warning in rq.fit.br(x, y, tau = tau, ...): Solution may be nonunique
kevin.plot <- summary(kevin)
## Warning in summary.rq(xi, U = U, ...): 125 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 1438 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 864 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 594 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 1141 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 556 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 433 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 341 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 370 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 483 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 294 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 88 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 34 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 1 non-positive fis
plot(kevin.plot)
#On tfp
tfp15 <- filter(tfpgo_unblRD, year == 2015)
attach(tfp15)
## The following object is masked _by_ .GlobalEnv:
##
## export
## The following objects are masked from export:
##
## Blinkage, Flinkage, HHI, Hlinkage, capital1, capital2,
## establishedyear, expint, export, exportvol, fcode, ftype, go1,
## id, importvol, industrialzone, industrycode, investment,
## labor, laborincome, laborincome1, ownership, province, region,
## sales, scale, sec2_code, sec4_code, year
Y <- cbind(tfp)
X <- cbind(scale, labor, industrialzone, ownership)
ols <- lm(Y~X, data = tfp15)
quan25tfp <- rq(Y~X, data = tfp15, tau = 0.25)
quan50tfp <- rq(Y~X, data = tfp15, tau = 0.5)
quan75tfp <- rq(Y~X, data = tfp15, tau = 0.75)
summary(quan25tfp)
## Warning in summary.rq(quan25tfp): 36 non-positive fis
##
## Call: rq(formula = Y ~ X, tau = 0.25, data = tfp15)
##
## tau: [1] 0.25
##
## Coefficients:
## Value Std. Error t value Pr(>|t|)
## (Intercept) 2.27716 0.06029 37.77221 0.00000
## Xscale 0.07084 0.02252 3.14638 0.00165
## Xlabor 0.00024 0.00010 2.28696 0.02220
## Xindustrialzone 0.67624 0.03430 19.71480 0.00000
## Xownership 0.65015 0.06007 10.82282 0.00000
summary(quan50tfp)
## Warning in summary.rq(quan50tfp): 83 non-positive fis
##
## Call: rq(formula = Y ~ X, tau = 0.5, data = tfp15)
##
## tau: [1] 0.5
##
## Coefficients:
## Value Std. Error t value Pr(>|t|)
## (Intercept) 3.25875 0.04084 79.78585 0.00000
## Xscale 0.16106 0.01903 8.46383 0.00000
## Xlabor -0.00030 0.00009 -3.30280 0.00096
## Xindustrialzone 0.42261 0.02372 17.81649 0.00000
## Xownership 0.62250 0.04102 15.17568 0.00000
summary(quan75tfp)
## Warning in summary.rq(quan75tfp): 37 non-positive fis
##
## Call: rq(formula = Y ~ X, tau = 0.75, data = tfp15)
##
## tau: [1] 0.75
##
## Coefficients:
## Value Std. Error t value Pr(>|t|)
## (Intercept) 4.15979 0.03443 120.82512 0.00000
## Xscale 0.28002 0.01811 15.46429 0.00000
## Xlabor -0.00103 0.00006 -17.63529 0.00000
## Xindustrialzone 0.21362 0.02577 8.28816 0.00000
## Xownership 0.53283 0.03415 15.60111 0.00000
summary(ols)
##
## Call:
## lm(formula = Y ~ X, data = tfp15)
##
## Residuals:
## Min 1Q Median 3Q Max
## -25.5368 -0.8342 0.1193 0.9944 7.1214
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 3.260e+00 4.076e-02 79.97 <2e-16 ***
## Xscale 2.527e-02 1.157e-03 21.84 <2e-16 ***
## Xlabor 3.429e-04 2.838e-05 12.08 <2e-16 ***
## Xindustrialzone 6.200e-01 2.877e-02 21.55 <2e-16 ***
## Xownership 5.106e-01 4.114e-02 12.41 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.538 on 52082 degrees of freedom
## Multiple R-squared: 0.02954, Adjusted R-squared: 0.02947
## F-statistic: 396.4 on 4 and 52082 DF, p-value: < 2.2e-16
#Ploting the data
kvtfp <- rq(Y~X, tau = seq(0.05, 0.95, by = 0.05), data = tfp15)
kvtfp.plot <- summary(kvtfp)
## Warning in summary.rq(xi, U = U, ...): 1 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 23 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 36 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 16 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 31 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 59 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 69 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 83 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 105 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 119 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 89 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 61 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 37 non-positive fis
## Warning in summary.rq(xi, U = U, ...): 24 non-positive fis
plot(kvtfp.plot)
