研究数据高级数据
Stata主成分分析案例（企业财务指标）
数据摘要
资料以企业规模、资产负债率、盈利能力、流动性及成长性等指标为案例，提供主成分分析结果与Stata代码。可用于学习多指标降维与综合测度的操作，并理解财务变量信息的归集方式。
基本信息
| 数据频率 | 年度 |
|---|---|
| 当前预览样本量 | 49247 行 |
| 文件格式 | Stata / Stata代码 |
| 文件包大小 | 4.29 MB |
| 包含内容 | 数据表2份、代码1份、文档1份 |
| 所属分类 |
样本年份分布
合计 49,247 行 · 22 个年份
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
2017
2018
2019
2020
2021
2022
查看年份明细
| 年份 | 样本量 |
|---|---|
| 2001 | 1,043 |
| 2002 | 1,119 |
| 2003 | 1,181 |
| 2004 | 1,239 |
| 2005 | 1,311 |
| 2006 | 1,290 |
| 2007 | 1,318 |
| 2008 | 1,477 |
| 2009 | 1,526 |
| 2010 | 1,664 |
| 2011 | 2,005 |
| 2012 | 2,257 |
| 2013 | 2,364 |
| 2014 | 2,337 |
| 2015 | 2,415 |
| 2016 | 2,616 |
| 2017 | 2,872 |
| 2018 | 3,353 |
| 2019 | 3,433 |
| 2020 | 3,657 |
| 2021 | 4,152 |
| 2022 | 4,618 |
测算方法
案例从规模、杠杆、盈利、流动性和增长等11项财务变量出发，先检查KMO与Bartlett检验。初始KMO较低，于是把样本限制为2005—2022年的平衡面板，并结合相关性删除ROE、营业收入增长、净利润增长及TobinQ，保留Size、Lev、ROA、NetProfit、Liquid、Quick和AssetGrowth。对七项变量基于相关矩阵提取主成分，参照特征值大于1和碎石图保留三个成分，再用主成分因子法得到得分。综合指标按(0.3276×F1+0.1897×F2+0.1470×F3)/0.6642生成，权重来自本案例的解释比例，重新选样本或变量时需重新估计。
以下字段、样本量及样本仅对应当前展示的数据表，不代表资料包全部文件。查看文件结构
字段列表共 14 个字段
| 字段 | 含义 / 说明 | 类型 | 均值 | 标准差 | 最小值 | 最大值 | 缺失率 |
|---|---|---|---|---|---|---|---|
id | 证券代码 | 整数 | 315212.5329 | 281121.5654 | 2 | 873339 | 0.0000% |
Symbol | 股票代码 | 文本 | — | — | — | — | 0.0000% |
year | 年份 | 整数 | 2014.305318 | 6.06115733 | 2001 | 2022 | 0.0000% |
Size | 企业规模 | 数值 | 21.99554103 | 1.360370576 | 12.31424999 | 28.63648987 | 0.0000% |
Lev | 资产负债率 | 数值 | 0.4966289244 | 4.104451339 | -0.1946980208 | 877.2559204 | 0.0000% |
ROA | 净利润除以平均总资产 | 数值 | 0.03217395428 | 0.1835347611 | -16.11244583 | 20.78763771 | 0.0000% |
ROE | 净资产收益率 | 数值 | 0.08368729117 | 6.495120251 | -174.8947296 | 1389.55127 | 0.0000% |
NetProfit | 销售净利率 | 数值 | -6.054830684 | 1299.008747 | -287764.25 | 13357.55371 | 0.0000% |
Liquid | 流动比率 | 数值 | 2.304819123 | 3.396045805 | -5.131644726 | 204.7421112 | 0.0000% |
Quick | 速动比率 | 数值 | 1.821674134 | 3.088406969 | -5.131644726 | 179.5782776 | 0.0000% |
Growth | 营业收入增长率 | 数值 | 3.644552141 | 610.7202685 | -2.733487606 | 134607.0625 | 0.0000% |
AssetGrowth | 总资产增长率 | 数值 | 0.3375352464 | 17.29253249 | -0.9997173548 | 3741.243652 | 0.0000% |
NetProfitGrowth | 净利润增长率 | 数值 | 2.403368666 | 545.28929 | -5712.554688 | 113550.5625 | 0.0000% |
TobinQ | 托宾Q值 | 数值 | 2.126734501 | 8.580542847 | 0.6085190177 | 1739.05542 | 0.0000% |
数据样本预览
资料样本（部分数据）
仅可预览前100 行、100 列，滚动查看其余行列，完整数据以下载文件为准。
| id | Symbol | year | Size | Lev | ROA | ROE | NetProfit | Liquid | Quick | Growth | AssetGrowth | NetProfitGrowth | TobinQ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2 | 000002 | 2001 | 22.5924358368 | 0.517796576023 | 0.0631085112691 | 0.125405907631 | 0.0857382118702 | 1.99111950397 | 0.445023685694 | 0.177445799112 | 0.153081923723 | 0.227497398853 | 1.59997296333 |
| 2 | 000002 | 2002 | 22.829328537 | 0.582943916321 | 0.0541608966887 | 0.121494330466 | 0.087017275393 | 2.53280615807 | 0.576960802078 | 0.0267773550004 | 0.267304390669 | 0.0420950688422 | 1.21047496796 |
| 2 | 000002 | 2003 | 23.0804367065 | 0.549243211746 | 0.0602753087878 | 0.138242632151 | 0.0886967480183 | 2.1376285553 | 0.322411686182 | 0.394743949175 | 0.285451382399 | 0.421663165092 | 1.31798899174 |
| 2 | 000002 | 2004 | 23.4663238525 | 0.594162762165 | 0.069947309792 | 0.164963632822 | 0.119033098221 | 2.41357493401 | 0.735344231129 | 0.201748207211 | 0.470917850733 | 0.612774074078 | 1.2978130579 |
| 2 | 000002 | 2005 | 23.8139629364 | 0.609809458256 | 0.0763947442174 | 0.192591354251 | 0.135755836964 | 1.83106446266 | 0.463679075241 | 0.37714099884 | 0.41571995616 | 0.57061290741 | 1.31527101994 |
| 2 | 000002 | 2006 | 24.6049938202 | 0.649418115616 | 0.0654873847961 | 0.180436998606 | 0.129337370396 | 2.04148292542 | 0.633894681931 | 0.690355241299 | 1.20566809177 | 0.610436081886 | 1.90020501614 |
| 2 | 000002 | 2007 | 25.3293800354 | 0.661124885082 | 0.0715668275952 | 0.208834424615 | 0.149676561356 | 1.95662748814 | 0.593751847744 | 0.990485906601 | 1.06346654892 | 1.30350351334 | 2.52022099495 |
| 2 | 000002 | 2008 | 25.5043754578 | 0.674440920353 | 0.0423092767596 | 0.127577453852 | 0.113190233707 | 1.75754964352 | 0.426895231009 | 0.153833076358 | 0.191240459681 | -0.127434238791 | 1.24914503098 |
| 2 | 000002 | 2009 | 25.6476783752 | 0.670016765594 | 0.0500691384077 | 0.152682691813 | 0.131544068456 | 1.91487765312 | 0.591228365898 | 0.192458927631 | 0.154080018401 | 0.385816574097 | 1.51115596294 |
| 2 | 000002 | 2010 | 26.0968647003 | 0.746861338615 | 0.0500478856266 | 0.176801562309 | 0.174303665757 | 1.5851868391 | 0.556782364845 | 0.0374959148467 | 0.567035973072 | 0.374743402004 | 1.16538894176 |
| 2 | 000002 | 2011 | 26.4143295288 | 0.770997285843 | 0.0453245937824 | 0.189507037401 | 0.161593228579 | 1.40813469887 | 0.370215326548 | 0.415446609259 | 0.373640328646 | 0.312230467796 | 1.0426800251 |
| 2 | 000002 | 2012 | 26.6602783203 | 0.783163011074 | 0.0464069768786 | 0.208875268698 | 0.151892542839 | 1.39617729187 | 0.414148271084 | 0.436504542828 | 0.27883464098 | 0.350268989801 | 1.07689201832 |
| 2 | 000002 | 2013 | 26.8953952789 | 0.779970288277 | 0.0426512844861 | 0.195093110204 | 0.135118246078 | 1.34392595291 | 0.337202787399 | 0.31326341629 | 0.265056192875 | 0.168232828379 | 0.968693971634 |
| 2 | 000002 | 2014 | 26.9545516968 | 0.772046387196 | 0.0390588268638 | 0.174285084009 | 0.131756171584 | 1.3447136879 | 0.425510197878 | 0.0810021534562 | 0.060941375792 | 0.0541041940451 | 1.06491398811 |
| 2 | 000002 | 2015 | 27.1388473511 | 0.777015209198 | 0.0463505201042 | 0.205781951547 | 0.132700353861 | 1.30224728584 | 0.425895512104 | 0.335827559233 | 0.202370256186 | 0.345400154591 | 1.19234704971 |
| 2 | 000002 | 2016 | 27.4455032349 | 0.805367052555 | 0.0393215678632 | 0.190278992057 | 0.117891639471 | 1.24361610413 | 0.437818557024 | 0.229753553867 | 0.35887491703 | 0.0925190523267 | 1.0690100193 |
| 2 | 000002 | 2017 | 27.784040451 | 0.839812576771 | 0.0372825562954 | 0.213626131415 | 0.153185799718 | 1.20085716248 | 0.495028614998 | 0.0100627960637 | 0.40289285779 | 0.312453329563 | 1.11796295643 |
| 2 | 000002 | 2018 | 28.0553607941 | 0.845856368542 | 0.0365802831948 | 0.233355030417 | 0.165521383286 | 1.15434157848 | 0.485571324825 | 0.225536733866 | 0.311694681644 | 0.324225485325 | 1.01573598385 |
| 2 | 000002 | 2019 | 28.179101944 | 0.843589484692 | 0.0338385552168 | 0.217825487256 | 0.149857386947 | 1.13073837757 | 0.425872981548 | 0.235873103142 | 0.131723672152 | 0.118917137384 | 1.04627203941 |
| 2 | 000002 | 2020 | 28.2565193176 | 0.812835037708 | 0.0329515747726 | 0.191153645515 | 0.141485244036 | 1.17449390888 | 0.413910508156 | 0.139218956232 | 0.0804932489991 | 0.0755737349391 | 0.992654025555 |
| 2 | 000002 | 2021 | 28.293006897 | 0.797397553921 | 0.0199954696 | 0.102527990937 | 0.0840762257576 | 1.22023153305 | 0.400055408478 | 0.0803749859333 | 0.0371612906456 | -0.357997715473 | 0.929695010185 |
| 2 | 000002 | 2022 | 28.1947002411 | 0.769514620304 | 0.0203210618347 | 0.0941403582692 | 0.0745296776295 | 1.31318831444 | 0.471607625484 | 0.112722709775 | -0.0936294794083 | -0.013622908853 | 0.908088982105 |
| 3 | 000003 | 2001 | 20.9154891968 | 1.81993412971 | 0.00621688133106 | -0.0154403476045 | 0.314726233482 | 0.47485679388 | 0.263056874275 | -0.921229064465 | -0.514143645763 | -1.01924467087 | 2.32204294205 |
| 4 | 000004 | 2001 | 19.2182273865 | 0.460722595453 | 0.035188857466 | 0.106785520911 | 0.207273304462 | 1.53637242317 | 1.35961639881 | -0.526860117912 | -0.563152551651 | -0.428670912981 | 4.86612510681 |
| 4 | 000004 | 2002 | 19.3899993896 | 0.529540777206 | 0.0338234603405 | 0.0673881098628 | 0.0677475035191 | 1.50255739689 | 1.33616936207 | 0.955741941929 | 0.187406092882 | -0.360763639212 | 3.13538098335 |
| 4 | 000004 | 2003 | 19.2872562408 | 0.460139513016 | 0.0304747261107 | 0.0605403482914 | 0.063925921917 | 1.71448385715 | 1.44945585728 | -0.0139463841915 | -0.0976404547691 | -0.0695688724518 | 2.19971609116 |
| 4 | 000004 | 2004 | 19.1827487946 | 0.427696019411 | -0.0145215764642 | -0.0261539109051 | -0.0307541098446 | 1.88219630718 | 1.55690157413 | -0.106974586844 | -0.0992323383689 | -1.42962551117 | 2.04006099701 |
| 4 | 000004 | 2005 | 18.8645248413 | 0.358843773603 | -0.10038074106 | -0.166940003633 | -0.302678465843 | 2.16371178627 | 2.00833082199 | -0.42503029108 | -0.272559911013 | 4.65878677368 | 1.78839504719 |
| 4 | 000004 | 2006 | 19.1351222992 | 0.450414985418 | 0.0169649347663 | 0.0287925153971 | 0.066941857338 | 1.64216911793 | 1.3901913166 | -0.256411969662 | 0.310747742653 | -1.16445553303 | 1.7034560442 |
| 4 | 000004 | 2007 | 18.9502639771 | 0.424183577299 | -0.0534682832658 | -0.0952253863215 | -0.247270300984 | 1.97407352924 | 1.46043455601 | -0.113706618547 | -0.16877758503 | -4.27379655838 | 4.38372707367 |
| 4 | 000004 | 2008 | 18.9383468628 | 0.491793423891 | -0.0680276229978 | -0.125462919474 | -0.265133053064 | 1.31634676456 | 0.694599092007 | 0.0708359926939 | -0.0118477093056 | 0.148192897439 | 2.06604599953 |
| 4 | 000004 | 2010 | 19.0316390991 | 0.298574268818 | 0.0974185615778 | 0.18446020782 | 0.153818950057 | 1.83565199375 | 1.04048967361 | 1.18592178822 | -0.200825169683 | 3.45694947243 | 5.78135299683 |
| 4 | 000004 | 2011 | 19.0951919556 | 0.294935166836 | 0.0483176037669 | 0.0687009692192 | 0.123390726745 | 1.92191720009 | 1.18825888634 | -0.432704865932 | 0.0656162276864 | -0.544926285744 | 3.752368927 |
| 4 | 000004 | 2012 | 19.077753067 | 0.23252761364 | 0.0401531755924 | 0.0545562021434 | 0.0802584290504 | 3.02058362961 | 1.90444266796 | 0.306824713945 | -0.0172874461859 | -0.149987205863 | 3.78997397423 |
| 4 | 000004 | 2013 | 19.3050765991 | 0.403239428997 | 0.0266476999968 | 0.0396274067461 | 0.0796425640583 | 2.32833003998 | 1.23478102684 | -0.252443522215 | 0.255236119032 | -0.258179843426 | 4.43922901154 |
| 4 | 000004 | 2014 | 19.6393928528 | 0.53475445509 | 0.0538383163512 | 0.103512853384 | 0.193835034966 | 1.75932657719 | 0.466113358736 | 0.107498787344 | 0.396984010935 | 1.69544386864 | 4.39581823349 |
| 4 | 000004 | 2015 | 19.803653717 | 0.59040170908 | 0.0186093896627 | 0.0427662618458 | 0.056927356869 | 1.59611427784 | 0.376157283783 | 0.494308233261 | 0.178522124887 | -0.561137080193 | 10.146903038 |
| 4 | 000004 | 2016 | 19.2258892059 | 0.203456312418 | 0.127625212073 | 0.232602089643 | 0.138062059879 | 3.65746116638 | 3.46974229813 | 1.38820648193 | -0.438848346472 | 4.79195547104 | 16.8639278412 |
| 4 | 000004 | 2017 | 19.4096431732 | 0.315246611834 | 0.023924941197 | 0.0325275957584 | 0.0425107739866 | 2.06898522377 | 1.8578915596 | -0.518177688122 | 0.201719790697 | -0.851641774178 | 7.22983598709 |
| 4 | 000004 | 2020 | 21.1702327728 | 0.0682637095451 | 0.0405423268676 | 0.0433303825557 | 0.220974832773 | 5.19558668137 | 5.14791822433 | 1.59158957005 | 0.0462181679904 | -18.2004489899 | 1.63727104664 |
| 4 | 000004 | 2021 | 20.8281383514 | 0.146163895726 | -0.380365908146 | -0.422918140888 | -1.76011323929 | 3.93465662003 | 3.80300021172 | 0.0299901720136 | -0.289718389511 | -9.20409870148 | 2.39751791954 |
| 4 | 000004 | 2022 | 20.1705608368 | 0.387338280678 | -0.706957995892 | -0.916309773922 | -3.58007884026 | 2.41215395927 | 2.40669369698 | -0.423891186714 | -0.481895983219 | 0.171808093786 | 2.42055702209 |
| 5 | 000005 | 2001 | 21.3778362274 | 0.43296533823 | -0.036537848413 | -0.0746051445603 | -1.07362556458 | 0.70615041256 | 0.474924296141 | -0.540052235126 | -0.0476832725108 | 6.73964595795 | 1.70546400547 |
| 5 | 000005 | 2002 | 21.3224029541 | 0.463338851929 | -0.0500366315246 | -0.090601965785 | -1.7052179575 | 0.600197970867 | 0.360412120819 | -0.18151819706 | -0.0539237074554 | 0.299978166819 | 1.65345799923 |
| 5 | 000005 | 2003 | 21.3003292084 | 0.479576289654 | 0.00051146093756 | 0.000967517902609 | 0.0100570218638 | 0.553974270821 | 0.406133443117 | 0.666726589203 | -0.0218321178108 | -1.00982999802 | 1.2860519886 |
| 5 | 000005 | 2004 | 21.3169288635 | 0.509352147579 | 0.000941323174629 | 0.00186248589307 | 0.034232519567 | 0.625165700912 | 0.388773262501 | -0.460791647434 | 0.0167382825166 | 0.835380256176 | 1.19546401501 |
| 5 | 000005 | 2005 | 21.2203216553 | 0.598387420177 | -0.104195065796 | -0.23243355751 | -3.96447110176 | 0.399716615677 | 0.127301171422 | -0.0806522667408 | -0.0920886546373 | -107.469749451 | 1.16114401817 |
| 5 | 000005 | 2006 | 21.1474170685 | 0.540864109993 | 0.0345625579357 | 0.0805041715503 | 0.167099699378 | 0.387938052416 | 0.176965743303 | 6.22672128677 | -0.070309266448 | -1.30460131168 | 1.69538402557 |
| 5 | 000005 | 2007 | 21.0996608734 | 0.4850050807 | 0.0518368221819 | 0.106572702527 | 0.258750855923 | 0.321434378624 | 0.205811411142 | -0.0884912908077 | -0.0466336421669 | 0.411454707384 | 4.14511680603 |
| 5 | 000005 | 2008 | 21.0518722534 | 0.458645135164 | 0.00737843755633 | 0.0139780193567 | 0.0965755581856 | 0.439711749554 | 0.328270107508 | -0.636425495148 | -0.0466654226184 | -0.864300310612 | 1.87054502964 |
| 5 | 000005 | 2009 | 21.0002937317 | 0.467574954033 | -0.0361264981329 | -0.0672740414739 | -1.13259375095 | 0.306633144617 | 0.245126411319 | -0.602719187737 | -0.0502705425024 | -5.65912723541 | 4.63765621185 |
| 5 | 000005 | 2010 | 20.9807014465 | 0.477960318327 | -0.00338821625337 | -0.00642579980195 | -0.0322542488575 | 0.364459574223 | 0.276700377464 | 2.17727160454 | -0.0194020755589 | -0.909516990185 | 3.07060909271 |
| 5 | 000005 | 2012 | 21.0006713867 | 0.483141541481 | 0.0170691125095 | 0.0328182242811 | 0.221498146653 | 0.554390132427 | 0.530551254749 | 0.564830064774 | 0.0468958467245 | 0.929241418839 | 2.53986096382 |
| 5 | 000005 | 2013 | 20.8960876465 | 0.474830955267 | -0.0337629504502 | -0.0648294240236 | -0.813357114792 | 0.462402403355 | 0.435130119324 | -0.476352244616 | -0.0993015319109 | -2.9228720665 | 2.39697194099 |
| 5 | 000005 | 2014 | 21.0356388092 | 0.509963572025 | 0.033783622086 | 0.0667160749435 | 0.817855298519 | 0.378206223249 | 0.354415088892 | 0.013739304617 | 0.149757519364 | -2.01934576035 | 3.25151491165 |
| 5 | 000005 | 2015 | 21.5089969635 | 0.447039991617 | -0.0303491633385 | -0.0573915876448 | -0.642271518707 | 0.832298398018 | 0.501897156239 | 0.593989431858 | 0.605375647545 | -2.25177884102 | 4.70405483246 |
| 5 | 000005 | 2016 | 21.6503925323 | 0.463708490133 | 0.0495472885668 | 0.0910732895136 | 0.242729395628 | 0.80867099762 | 0.449007511139 | 4.72787952423 | 0.15188023448 | -3.16469931602 | 2.98119997978 |
| 5 | 000005 | 2017 | 21.7921409607 | 0.517747342587 | 0.00843338016421 | 0.0166220739484 | 0.0432002842426 | 0.860647261143 | 0.55793005228 | 0.101810581982 | 0.152286812663 | -0.803902924061 | 1.91894805431 |
| 5 | 000005 | 2018 | 21.8615550995 | 0.494039922953 | 0.0519592352211 | 0.105070538819 | 0.322407990694 | 1.14487147331 | 0.832409143448 | -0.0842708274722 | 0.0718805640936 | 5.83417701721 | 1.36203694344 |
| 5 | 000005 | 2019 | 21.8324356079 | 0.425337433815 | 0.0580175481737 | 0.107477471232 | 0.32301068306 | 1.24519002438 | 0.896397173405 | 0.136632457376 | -0.0286992155015 | 0.138757303357 | 1.50389897823 |
| 5 | 000005 | 2020 | 21.6204948425 | 0.459425002337 | -0.140834406018 | -0.251751542091 | -0.968143224716 | 1.23746621609 | 1.22510147095 | -0.27811345458 | -0.190988138318 | -3.16367316246 | 1.55097305775 |
| 5 | 000005 | 2021 | 21.6292552948 | 0.403818130493 | 0.0566089786589 | 0.0995759963989 | 0.363619148731 | 1.47156703472 | 1.45540726185 | -0.0385661572218 | 0.0087989801541 | -1.36109924316 | 1.3875399828 |
| 5 | 000005 | 2022 | 21.6796188354 | 0.497159123421 | -0.0634088888764 | -0.115638688207 | -0.567236542702 | 1.8250746727 | 1.81170964241 | -0.260190695524 | 0.0516544170678 | -2.15408349037 | 1.25364100933 |
| 6 | 000006 | 2001 | 22.1628494263 | 0.684009373188 | 0.0330661162734 | 0.101941876113 | 0.065397053957 | 1.34212505817 | 0.701026976109 | 0.0745689570904 | 0.113819345832 | -0.0301361829042 | 1.2204220295 |
| 6 | 000006 | 2002 | 22.225315094 | 0.690935492516 | 0.0187089368701 | 0.0598840303719 | 0.0390574298799 | 1.34862887859 | 0.633923411369 | 0.0305600930005 | 0.0644576326013 | -0.384513169527 | 1.09476196766 |
| 6 | 000006 | 2003 | 22.1015892029 | 0.727630853653 | -0.0727504566312 | -0.249273091555 | -0.154850587249 | 1.26546287537 | 0.559732437134 | -0.0474371090531 | -0.116377733648 | -4.7766160965 | 1.03928697109 |
| 6 | 000006 | 2004 | 22.1146831512 | 0.718999028206 | 0.0122098140419 | 0.0441244207323 | 0.025983704254 | 1.20966970921 | 0.631308734417 | -0.0554159358144 | 0.0131801879033 | -1.15849983692 | 0.98724001646 |
| 6 | 000006 | 2005 | 21.6605625153 | 0.557579398155 | 0.0317093804479 | 0.0922606512904 | 0.0726865157485 | 1.74939739704 | 0.618306994438 | -0.236077263951 | -0.364993363619 | 1.13698875904 | 0.988618016243 |
| 6 | 000006 | 2006 | 21.7944812775 | 0.545581579208 | 0.0787486284971 | 0.175456821918 | 0.171741262078 | 1.19139611721 | 0.275476843119 | -0.125064522028 | 0.143299266696 | 1.06726813316 | 1.53058898449 |
| 6 | 000006 | 2007 | 22.4403800964 | 0.677418410778 | 0.0594775900245 | 0.161658063531 | 0.246478840709 | 2.6598546505 | 0.561614453793 | -0.183733552694 | 0.907699048519 | 0.171485543251 | 1.74851095676 |
| 6 | 000006 | 2008 | 22.5018463135 | 0.716675162315 | 0.0261466875672 | 0.0864781662822 | 0.147014304996 | 1.73836314678 | 0.080642439425 | -0.00223984569311 | 0.0633950829506 | -0.404877841473 | 1.1265399456 |
| 6 | 000006 | 2009 | 22.7073001862 | 0.698576807976 | 0.0508164986968 | 0.173257529736 | 0.181276485324 | 4.41333866119 | 0.585790574551 | 0.80988073349 | 0.228083819151 | 1.23167955875 | 1.4754229784 |
| 6 | 000006 | 2010 | 22.8713359833 | 0.701420605183 | 0.0626836791635 | 0.209025770426 | 0.212279364467 | 2.03483057022 | 0.467276543379 | 0.264703243971 | 0.178254932165 | 0.480999588966 | 1.31191802025 |
| 6 | 000006 | 2011 | 22.8421649933 | 0.652855217457 | 0.0514043718576 | 0.159389466047 | 0.167659655213 | 1.39266562462 | 0.155809551477 | 0.107126623392 | -0.028748774901 | -0.125583991408 | 1.13711297512 |
| 6 | 000006 | 2012 | 22.9579391479 | 0.620164990425 | 0.0712766423821 | 0.195581227541 | 0.204653844237 | 1.70772087574 | 0.433733940125 | 0.188071861863 | 0.122742056847 | 0.450220495462 | 1.29654705524 |
| 6 | 000006 | 2013 | 23.0226612091 | 0.579971730709 | 0.0722891390324 | 0.180460393429 | 0.151383876801 | 2.5016207695 | 0.711743533611 | 0.49885815382 | 0.0668630003929 | 0.108715832233 | 1.24548900127 |
| 6 | 000006 | 2014 | 23.1873931885 | 0.641420245171 | 0.0471842624247 | 0.121992789209 | 0.22005712986 | 1.75296235085 | 0.492266386747 | -0.494946241379 | 0.179075926542 | -0.265835434198 | 1.44748604298 |
| 6 | 000006 | 2015 | 23.2651443481 | 0.646150767803 | 0.0358826443553 | 0.100759245455 | 0.120073549449 | 2.45883226395 | 0.48484107852 | 0.569228768349 | 0.0808533206582 | -0.143754765391 | 1.86304795742 |
| 6 | 000006 | 2016 | 23.3012371063 | 0.610499203205 | 0.0621380507946 | 0.167039260268 | 0.239332556725 | 2.43323874474 | 0.742604315281 | -0.0808587893844 | 0.0367521680892 | 0.832047224045 | 1.57695305347 |
| 6 | 000006 | 2018 | 23.3286724091 | 0.528236269951 | 0.0692086145282 | 0.152665093541 | 0.367509782314 | 1.91797184944 | 0.73397564888 | -0.151246264577 | 0.0301977898926 | 0.125103086233 | 1.04475605488 |
| 6 | 000006 | 2019 | 23.4798088074 | 0.544612109661 | 0.0575823709369 | 0.124379195273 | 0.225942209363 | 2.42066812515 | 0.876418411732 | 0.48549413681 | 0.163155570626 | -0.0867295786738 | 1.00416994095 |
| 6 | 000006 | 2020 | 23.4598884583 | 0.492185294628 | 0.0579145438969 | 0.120319359004 | 0.307656615973 | 2.8320710659 | 0.955155789852 | -0.213488712907 | -0.0197240076959 | 0.0709614977241 | 0.982861995697 |
| 6 | 000006 | 2021 | 23.8845558167 | 0.653219640255 | 0.028358085081 | 0.0690896585584 | 0.179205939174 | 2.11749339104 | 0.373655438423 | 0.0524194911122 | 0.529083371162 | -0.386979460716 | 0.908334970474 |
| 6 | 000006 | 2022 | 23.9965934753 | 0.679175615311 | 0.0179216526449 | 0.053806476295 | 0.121098570526 | 2.02505612373 | 0.493473857641 | 0.197904825211 | 0.118555009365 | -0.190514758229 | 1.00134503841 |
| 7 | 000007 | 2001 | 20.8205509186 | 0.829789876938 | 0.0124045265839 | 0.0782617554069 | 0.0375015437603 | 0.777157604694 | 0.335535138845 | 5.51402664185 | 0.157880052924 | -1.0713340044 | 1.5358710289 |
| 7 | 000007 | 2002 | 20.8638248444 | 0.773324489594 | 0.00759981619194 | 0.038179744035 | 0.0376629456878 | 0.748497843742 | 0.450208038092 | -0.330851465464 | 0.0442242138088 | -0.32797151804 | 1.41775500774 |
| 7 | 000007 | 2003 | 20.8345241547 | 0.763461172581 | 0.0139953289181 | 0.0604458674788 | 0.0474602617323 | 0.721390664577 | 0.427651941776 | 0.471443921328 | -0.0288745071739 | 0.854212760925 | 1.20706403255 |
| 7 | 000007 | 2004 | 20.7705497742 | 0.909255623817 | -0.142546162009 | -0.858853638172 | -1.13789272308 | 0.584760844707 | 0.246784254909 | -0.594376981258 | -0.0619709119201 | -10.7250938416 | 1.20621800423 |
| 7 | 000007 | 2005 | 20.5657787323 | 0.872990846634 | 0.0108199659735 | 0.101095914841 | 0.0293609891087 | 0.541393220425 | 0.295509070158 | 1.58400809765 | -0.185166150331 | -1.06667506695 | 1.22951102257 |
| 7 | 000007 | 2006 | 20.5074424744 | 0.97874546051 | -0.120042093098 | -1.58631050587 | -0.51431787014 | 0.396121263504 | 0.284673601389 | -0.447380840778 | -0.0566679164767 | -10.6802568436 | 1.34925699234 |
| 7 | 000007 | 2007 | 20.418346405 | 1.01133394241 | 0.0112550882623 | 1.97953665257 | 0.0468606613576 | 0.432291865349 | 0.401762008667 | -0.0435330681503 | -0.0852420479059 | -1.08714592457 | 2.48555803299 |
| 7 | 000007 | 2008 | 20.2300357819 | 1.12261474133 | -0.0964618623257 | 1.5621137619 | -0.408876657486 | 0.458498567343 | 0.425259500742 | -0.142022058368 | -0.171643331647 | -8.48617553711 | 1.86402702332 |
| 7 | 000007 | 2009 | 19.7106609344 | 1.14989888668 | 0.0419350005686 | -0.315795481205 | 0.153180807829 | 0.282349616289 | 0.22953504324 | -0.161511823535 | -0.405107080936 | -1.3141297102 | 4.72933197021 |
| 7 | 000007 | 2010 | 19.6219139099 | 1.09853100777 | 0.0623842775822 | -0.497665315866 | 0.151440024376 | 0.291014045477 | 0.233015954494 | 0.0748694911599 | -0.0849227458239 | 0.0626544430852 | 5.855905056 |
| 7 | 000007 | 2011 | 19.7083015442 | 0.193420395255 | 0.0239208377898 | 0.0640348792076 | 0.0502634719014 | 2.08053731918 | 1.80518138409 | 0.153863564134 | 0.0902276560664 | -0.617028653622 | 3.71228790283 |
| 7 | 000007 | 2012 | 20.4871387482 | 0.62415844202 | 0.0076960590668 | 0.0150507939979 | 0.0141790658236 | 1.19072175026 | 1.15271103382 | 0.891047596931 | 1.17893743515 | -0.466545253992 | 4.08606290817 |
| 7 | 000007 | 2013 | 20.3039741516 | 0.462754249573 | 0.0260236430913 | 0.0579367466271 | 0.0878503918648 | 1.38618540764 | 1.32679069042 | -0.31444644928 | -0.167369171977 | 3.2475399971 | 4.47149181366 |
| 7 | 000007 | 2014 | 20.3389625549 | 0.474294364452 | -0.0498830266297 | -0.0938754156232 | -0.16851593554 | 1.4764623642 | 1.4207174778 | -0.0758142620325 | 0.0356089770794 | -2.7727868557 | 4.94588708878 |
| 7 | 000007 | 2015 | 19.9900550842 | 0.223847478628 | 0.0228002909571 | 0.036231059581 | 0.133778050542 | 2.67823863029 | 2.53474903107 | -0.500441551208 | -0.294541478157 | -1.39657950401 | 10.5003356934 |
| 7 | 000007 | 2016 | 20.0584487915 | 0.149962067604 | 0.163999840617 | 0.201385423541 | 2.09899950027 | 3.35761094093 | 3.16295075417 | -0.607317864895 | 0.0707862079144 | 5.16124677658 | 10.5048475266 |
代码公开披露
仅展示前 30 行，供了解变量构造与处理流程，完整代码请下载文件查看。
///主成分分析命令+案例解析
///更多stata学习资料尽在丘知数据分析会员之家，网址：www.qqrdata.com
use 案例数据,replace
///////////////////////////////////////////////////////////////////////////////////////
///第一步检验主成分分析可行性,KMO抽样Bartlett球形检验
//首先安装所需命令
ssc install factortest
//进行检验
factortest Size Lev ROA ROE NetProfit Liquid Quick Growth AssetGrowth NetProfitGrowth TobinQ
/*结果如下
Determinant of the correlation matrix
Det = 0.004
Bartlett test of sphericity
Chi-square = 2.67e+05
Degrees of freedom = 55
p-value = 0.000
H0: variables are not intercorrelated
Kaiser-Meyer-Olkin Measure of Sampling Adequacy
KMO = 0.487
*/
//如果P值趋近于0，KMO值大于0.5即可进行主成分分析（一般0.6以上最好）
///更多stata学习资料尽在丘知数据分析会员之家，网址：www.qqrdata.com
//如果KMO值小于0.5,本例子就是KMO值小于0.5，那我们可以采用以下手段来进行优化
//缩减样本区间
keep if year>2004