disc rim in ant

8/3/2019 Disc Rim in Ant

1/8

Discriminant

[DataSet0] C:\Users\PNP\Documents\ffadfad.sav

Analysis Case Process ing Summ ary

36 100,0

0 ,0

0 ,0

0 ,0

0 ,0

36 100,0

Unw eighted CasesValid

Missing or out-of -range

group codes

At least one missing

discriminating variable

Both miss ing or

out-of-range group codes

and at least one missing


Total

Excluded

Total

N Percent

Group Statistics

,6889 ,08695 9 9,000

2,2856 ,98457 9 9,000

,5822 ,22988 9 9,000

,0978 ,03420 9 9,000

,0167 ,03674 9 9,000

,0467 ,05385 9 9,000

,5867 ,11708 27 27,000

1,6767 ,65197 27 27,0001,4552 ,50674 27 27,000

,0956 ,04742 27 27,000

,0674 ,04629 27 27,000

,1344 ,07924 27 27,000

,6122 ,11801 36 36,000

1,8289 ,78028 36 36,000

1,2369 ,59144 36 36,000

,0961 ,04403 36 36,000

,0547 ,04896 36 36,000

,1125 ,08254 36 36,000

DEBTRATIO

CURTRATIO

TAT

OPM

ROA

ROE

DEBTRATIO

CURTRATIOTAT

OPM

ROA

ROE

DEBTRATIO

CURTRATIO

TAT

OPM

ROA

ROE

BONDRATE

Non Investment Grade

Investment Grade

Total

Mean Std. Deviation Unw eighted Weighted

Valid N (listw ise)


2/8

Tes ts of Equality of Group M eans

,855 5,752 1 34 ,022

,883 4,524 1 34 ,041

,580 24,636 1 34 ,000

1,000 ,017 1 34 ,898

,793 8,883 1 34 ,005

,782 9,483 1 34 ,004

DEBTRATIO

CURTRATIO

TAT

OPM

ROA

ROE

Wilks'

Lambda F df1 df2 Sig.

Pooled Within-Groups M atricesa

,012 -,024 ,017 -,003 -,002 -,001

-,024 ,553 ,022 -,002 -4,3E-005 -,003

,017 ,022 ,209 ,002 ,010 ,014

-,003 -,002 ,002 ,002 ,001 ,002-,002 -4,31E-005 ,010 ,001 ,002 ,002

-,001 -,003 ,014 ,002 ,002 ,005

1,000 -,297 ,331 -,525 -,332 -,158

-,297 1,000 ,065 -,049 -,001 -,052

,331 ,065 1,000 ,095 ,508 ,423

-,525 -,049 ,095 1,000 ,703 ,699

-,332 -,001 ,508 ,703 1,000 ,746

-,158 -,052 ,423 ,699 ,746 1,000

DEBTRATIO

CURTRATIO

TAT

OPM

ROA

ROE

DEBTRATIO

CURTRATIO

TAT

OPM

ROA

ROE

Covariance

Correlation

DEBTRATIO CURTRATIO TAT OPM ROA ROE

The covariance matrix has 34 degrees of f reedom.a.


3/8

Analysis 1

Box's Test of Equality of Covariance Matrices

Covariance Matricesa

,008 -,049 ,014 -,002 ,000 ,000

-,049 ,969 -,045 ,000 -,009 -,009

,014 -,045 ,053 -,001 ,003 ,001

-,002 ,000 -,001 ,001 ,001 ,001

,000 -,009 ,003 ,001 ,001 ,002

,000 -,009 ,001 ,001 ,002 ,003

,014 -,017 ,018 -,003 -,002 -,002

-,017 ,425 ,043 -,002 ,003 -,001

,018 ,043 ,257 ,003 ,013 ,019

-,003 -,002 ,003 ,002 ,002 ,003

-,002 ,003 ,013 ,002 ,002 ,003

-,002 -,001 ,019 ,003 ,003 ,006

,014 -,012 -,001 -,002 -,003 -,003

-,012 ,609 -,081 -,001 -,006 -,013

-,001 -,081 ,350 ,002 ,019 ,029

-,002 -,001 ,002 ,002 ,001 ,002

-,003 -,006 ,019 ,001 ,002 ,003

-,003 -,013 ,029 ,002 ,003 ,007

DEBTRATIO

CURTRATIO

TAT

OPM

ROA

ROE

DEBTRATIO

CURTRATIO

TAT

OPM

ROA

ROE

DEBTRATIO

CURTRATIO

TAT

OPM

ROA

ROE

BONDRATE


Investment Grade

Total

DEBTRATIO CURTRATIO TAT OPM ROA ROE

The total covariance matrix has 35 degrees of freedom.a.

Log Deter minants

4 -17,476

4 -13,316

4 -13,582

BONDRATE


Investment Grade

Pooled w ithin-groups

Rank

Log

Determinant

The ranks and natural logarithms of determinants

printed are those of the group covariance matrices.

Test Results

24,251

1,93510

1016,889

,037

Box's M

Approx.df1

df2

Sig.

F

Tests null hypothesis of equal population covariance matrices .


4/8

Stepwise Statistics

Variables Entered/Removeda,b,c,d

TAT ,580 1 1 34,000 24,636 1 34,000 ,000

DEBTRAT

IO,442 2 1 34,000 20,871 2 33,000 ,000

CURTRA

TIO,361 3 1 34,000 18,904 3 32,000 ,000

OPM ,270 4 1 34,000 20,976 4 31,000 ,000

Step

1

2

3

4

Entered Statistic df1 df2 df3 Statistic df1 df2 Sig.Exact F

Wilks' Lambda

At each step, the variable that minimizes the overall Wilks' Lambda is entered.

Maximum number of steps is 12.a.

Minimum partial F to enter is 3.84.b.

Maximum partial F to remove is 2.71.c.

F level, tolerance, or VIN insufficient for further computation.d.

Variables in the Analys is

1,000 24,636

,890 30,926 ,855

,890 10,339 ,580

,861 30,067 ,700

,788 14,638 ,526

,882 7,168 ,442,723 40,500 ,622

,455 28,898 ,521

,781 11,357 ,369

,570 10,449 ,361

TAT

TAT

DEBTRATIO

TAT

DEBTRATIO

CURTRATIOTAT

DEBTRATIO

CURTRATIO

OPM

Step

1

2

3

4

Tolerance F to Remove

Wilks'

Lambda


5/8

Summary of Canonical Discriminant Functions

Variables Not in the Analysis

1,000 1,000 5,752 ,855

1,000 1,000 4,524 ,883

1,000 1,000 24,636 ,580

1,000 1,000 ,017 1,000

1,000 1,000 8,883 ,793

1,000 1,000 9,483 ,782

,890 ,890 10,339 ,442

,996 ,996 3,397 ,526

,991 ,991 ,206 ,576

,742 ,742 ,161 ,577

,821 ,821 ,657 ,569

,882 ,788 7,168 ,361

,643 ,578 6,328 ,369

,461 ,461 2,956 ,404

,721 ,658 ,081 ,440

,570 ,455 10,449 ,270

,410 ,401 6,100 ,301

,682 ,608 ,696 ,353

,272 ,272 ,384 ,266

,375 ,313 2,342 ,250

DEBTRATIO

CURTRATIO

TAT

OPM

ROA

ROE

DEBTRATIO

CURTRATIO

OPM

ROA

ROE

CURTRATIO

OPM

ROA

ROE

OPM

ROA

ROE

ROA

ROE

Step

0

1

2

3

4

Tolerance

Min.

Tolerance F to Enter

Wilks'

Lambda

Wilks' Lambda

1 ,580 1 1 34 24,636 1 34,000 ,000

2 ,442 2 1 34 20,871 2 33,000 ,000

3 ,361 3 1 34 18,904 3 32,000 ,000

4 ,270 4 1 34 20,976 4 31,000 ,000

Step

1

2

3

4

Number of

Variables Lambda df1 df2 df3 Statistic df1 df2 Sig.

Exact F

Eigenvalues

2,707a 100,0 100,0 ,855Function1 Eigenvalue % of Variance Cumulative %

Canonical

Correlation

First 1 canonical discriminant functions w ere used in the

analysis.

a.


6/8

Wilks' Lam bda

,270 41,924 4 ,000

Test of Function(s)

1

Wilks'

Lambda Chi-square df Sig.

ndardized Canonical Discr im inant Function Coeff icien

1,206

,686

-1,036

,778

DEBTRATIO

CURTRATIO

TAT

OPM

1

Function

Structure Matrix

-,517

-,380

,250

,222

-,121

,013

TAT

ROAa

DEBTRATIO

CURTRATIO

ROEa

OPM

1

Function

Pooled w ithin-groups correlations betw een discriminating

variables and standardized canonical discriminant f unctions

Variables ordered by absolute size of correlation w ithin functio

This variable not used in the analysis.a.

nonical Discrim inant Function Coefficient

10,887

,922

-2,267

17,427

-7,222

DEBTRATIO

CURTRATIO

TAT

OPM

(Constant)

1

Function

Unstandardized coefficients

Functions at Group Centroids

2,769

-,923

BONDRATE


Investment Grade

1

Function

Unstandardized canonical discriminant

functions evaluated at group means


7/8

Classification Statistics

NPar Tests

[DataSet0] C:\Users\PNP\Documents\ffadfad.sav

Classification Process ing Summ ary

36

0

0

36

Processed

Missing or out-of- range

group codes

At leas t one missing


Excluded

Used in Output

Prior Probabilities for Groups

,500 9 9,000

,500 27 27,000

1,000 36 36,000

BONDRATE


Investment Grade

Total

Prior Unw eighted Weighted

Cases Used in Analysis

Classification Function Coefficients

159,977 119,779

12,597 9,193

-14,023 -5,651

281,063 216,717

-79,850 -49 ,778

DEBTRATIO

CURTRATIO

TAT

OPM

(Constant)

Non

Investment

Grade

Investment

Grade

BONDRATE

Fisher's linear discr iminant func tions

Descriptive Statistics

36 ,6122 ,11801 ,41 ,81

36 1,8289 ,78028 ,83 4,45

36 1,2369 ,59144 ,31 2,4836 ,0961 ,04403 ,02 ,19

36 ,0547 ,04896 -,03 ,18

36 ,1125 ,08254 -,04 ,35

DEBTRATIO

CURTRATIO

TAT

OPM

ROA

ROE

N Mean Std . Deviation Min imum Max imum


8/8

One-Sample Kolmogorov-Sm irnov Te st

36 36 36 36 36 36

,6122 1,8289 1,2369 ,0961 ,0547 ,1125

,11801 ,78028 ,59144 ,04403 ,04896 ,08254

,163 ,117 ,098 ,140 ,150 ,120

,163 ,117 ,098 ,140 ,150 ,120

-,106 -,100 -,091 -,095 -,097 -,097

,975 ,702 ,585 ,840 ,897 ,717

,298 ,707 ,883 ,480 ,397 ,683

N

Mean

Std. Deviation

Normal Parameters a,b

Absolute

Positive

Negative

Most Extreme

Differences

Kolmogorov-Smirnov Z

Asymp. Sig. (2-tailed)

DEBTRATIO CURTRATIO TA T OPM ROA ROE

Test distribution is Normal.a.

Calculated from data.b.