ANOVA studying impact of industry and country on DR volatility
| Effect | One-dimensional significance tests for DR (CEE) Parameterization with sigma restrictions Decomposition of effective hypotheses | ||||
|---|---|---|---|---|---|
| Sum of squares | df | Mean squares | F | p-value | |
| Constans | 7,389.855 | 1 | 7,389.855 | 131,919.7 | 0.00 |
| Country | 64.750 (2.21%) | 5 | 12.950 | 231.2 | 0.00 |
| Industry_EMIS | 33.491 (1.14%) | 11 | 3.045 | 54.4 | 0.00 |
| Error | 2,829.908 | 50,518 | 0.056 | ||
| Total | 2,928.149 | ||||
| Effect | One-dimensional significance tests for DR (CEE) | ||||
|---|---|---|---|---|---|
| Sum of squares | df | Mean squares | |||
| Constans | 7,389.855 | 1 | 7,389.855 | 131,919.7 | 0.00 |
| Country | 64.750 (2.21%) | 5 | 12.950 | 231.2 | 0.00 |
| Industry_EMIS | 33.491 (1.14%) | 11 | 3.045 | 54.4 | 0.00 |
| Error | 2,829.908 | 50,518 | 0.056 | ||
| Total | 2,928.149 | ||||
Note(s): The numbers in parenthesis represent the share of the sum of squares for individual variables in relation to the total sum of squares
Source(s): Own elaboration
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