paneldat: Firm-Level Panel Data from Donald J. (DJ) Schepker

In multilevel: Multilevel Functions

Firm-Level Panel Data from Donald J. (DJ) Schepker

Description

Contains a random sample of firm-level data from 196 firms for the years 2007 to 2011 based on data from COMPUSTAT and MSCI. The data are balanced in that each firm provided five years of data. The data contains a time variable and time varying covariates for the discontinuous growth model along with within-firm predictors related to the composition of boards of directors. The discontinuity was indexed to 2009 as the first year following the great recession. In addition to illustrating variants of growth models, the panel data is useful for contrasting econometric fixed-effect models and mixed-effect models (Bliese et al., 2020).

Usage

data(paneldat)

Format

A data frame with 14 columns and 960 observations

[,1]	companyid	numeric	Firm ID
[,2]	companyname	numeric	Firm Name
[,3]	year	numeric	Calendar Year
[,4]	time	numeric	Calendar Year minus 2007
[,5]	trans	numeric	Dummy Coded Variable Indexed to Transition
[,6]	post	numeric	Time Varying Covariate for Post Transition Slope
[,8]	roani	numeric	Return on Assets
[,9]	boardindprop	numeric	Yearly Proportion of Independent Members of the Firm's Board
[,10]	dirageavg	numeric	Yearly Average Age of the Firm's Directors
[,11]	femaledirsprop	numeric	Yearly Female Board Members Proportion
[,12]	debtassets	numeric	Yearly Debt to Assets Ratio
[,13]	lnemp	numeric	Yearly Natural Log of Number of Employees
[,14]	ceotenure	numeric	Yearly CEO Tenure

References

Bliese, P. D., Schepker, D. J., Essman, S. M., & Ployhart, R. E. (2020). Bridging methodological divides between macro- and microresearch: Endogeneity and methods for panel data. Journal of Management, 46, 70-99.

multilevel documentation built on March 18, 2022, 5:47 p.m.