Table 9

Robust regression analysis of clustering observations by firm

Discretionary Bonus (1)Discretionary Bonus Weight (2)
Intercept−2.321***0.079
(0.010)(0.423)
Big4it−0.51**−0.041**
(0.038)(0.029)
Earning Predict CFit−0.845**−0.029*
(0.023)(0.086)
Abnormal Accrualsit2.187***0.123**
(0.007)(0.014)
ROA Volatilityit−3.769−0.165
(0.188)(0.126)
Return Volatilityit3.655**0.254***
(0.021)(0.006)
CEO Tenureit0.064***0.003***
(<0.001)(<0.001)
CEO Dualityit−0.3*−0.015*
(0.070)(0.054)
R&D to Salesit0.067**0.000***
(0.016)(0.001)
B/M Ratioit0.0350.004
(0.576)(0.531)
Lossit0.2950.015
(0.108)(0.147)
Sizeit−0.070.004
(0.328)(0.331)
Leverageit−1.012**−0.021
(0.037)(0.325)
Annual Returnit0.0750.006
(0.104)(0.079)
ROAit0.8490.085*
(0.244)(0.084)
Year indicatorsYesYes
Industry indicatorsYesYes
Number of observations7,5417,541
R2 or Pseudo R20.1520.100

Note(s): Presented in Table 9 are the findings for regression analysis using cluster-robust standard errors. The regressions are clustered by firm. Presented in Column 1 are the results of logit regressions; presented in Column 2 are the results for OLS regressions. *, **, and *** indicate that the estimated coefficients are statistically significant at the 0.1, 0.05, and 0.01 level, respectively. P-values in brackets are from Wald tests of logit regressions and two-tailed t-tests of OLS regressions. The regressions control for year and 2-digit SIC code industry effects. All variables are defined in Appendix

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