Use the data in the spreadsheet $($columns J to N to run the following tests:

You must include your name on your submission and enter your answers to the Individual Research Project Assignment

on the appropriate page on classes

The spreadsheet has $10-$K report and financial data for a sample of semiconductor firms for fiscal year $2016.$

Data Definitions:

CSR$=$ Corporate social responsibility reporting, CSR$=1$ if disclosing; $0$ otherwise

LAG $=$ number of days between $10-$K filing date and fiscal year$-$end date

SIZE $=$ natural log of total assets

ROA $=$ earnings divided by total assets

Big$4=1$ for Big$4$ auditor; $0$ otherwise

Requirement $1$

State the nul and alternative hypotheses that the means of ROA and Size are different from zero.

Requirement $2$

Use the data in the spreadsheet to test the hypotheses you stated in reqyirement $1.$

Requirement $3$

Run the correlation between the variables and comment on the relationships between the variables.

Requirement $4$

Run a multivariate regression to examine if management decision to disclose CSR is a function of

ROA, SIZE, BIG$4$

MODEL: CSR$=$ A$0+$ A$1($ROA$)+$ A$2($SIZE$)+$ A$3($BIG$4)+$e

Explain the results of the above model:

a$.$ direction Positive or negative

b$.$ whether the coefficient of every variable is statisticallt significant from zero.

c$.$ the overall explanationatory power of the model $($R$-$squared$).$

Requirement $5$ Use the data in the spreadsheet $($columns J to $N$ to run the following tests:

You must include your name on your submission and enter your answers to the Individual Research Project A

on the appropriate page on classes

The spreadsheet has $10-$K report and financial data for a sample of semiconductor firms for fiscal year $2016.$

Data Definitions:

CSR $=$ Corporate social responsibility reporting, $CSR=1$ if disclosing; $0$ otherwise

LAG $=$ number of days between $10-K$ filing date and fiscal year$-$end date

SIZE $=$ natural log of total assets

ROA $=$ earnings divided by total assets

Big$4=1$ for Big$4$ auditor; $0$ otherwise

Requirement $1$

State the nul and alternative hypotheses that the means of ROA and Size are different from zero.

Requirement $2$

Use the data in the spreadsheet to test the hypotheses you stated in reqyirement $1.$

Requirement $3$

Run the correlation between the variables and comment on the relationships between the variables.

Requirement $4$

Run a multivariate regression to examine if management decision to disclose CSR is a function of

ROA, SIZE, BIG$4$

MODEL: $,CSR=A0+A1($ ROA $)+A2($ SIZE$)+A3(BIG4)+e$

Explain the results of the above model:

a$.$ direction Positive or negative

b$.$ whether the coefficient of every variable is statisticallt significant from zero.

c$.$ the overall explanationatory power of the model $($R$-$squared$).$

Requirement $5$

State two other variables that you think could be added to the model

State two other variables that you think could be added to the model