companies {MVT}R Documentation

Financial data

Description

Data extracted from Standard & Poor's Compustat PC Plus. This dataset has been used to illustrate some influence diagnostic techniques.

Usage

data(companies)

Format

A data frame with 26 observations on the following 3 variables.

book

book value in dollars per share at the end of 1992.

net

net sales in millions of dollars in 1992.

ratio

sales to assets ratio in 1992.

Source

Hadi, A.S., and Nyquist, H. (1999). Frechet distance as a tool for diagnosing multivariate data. Linear Algebra and Its Applications 289, 183-201.

Hadi, A.S., and Son, M.S. (1997). Detection of unusual observations in regression and multivariate data. In: A. Ullah, D.E.A. Giles (Eds.) Handbook of Applied Economic Statistics. Marcel Dekker, New York. pp. 441-463.


[Package MVT version 0.3-8 Index]