Var

IIR

S

CF

q

TIR

SALE

GRO

MB

LEV

EDF

Full sample

mean

0.025

0.492

0.097

1.77

0.115

22.237

0.101

3.928

0.5

0.553

p50

0.018

0.27

0.087

1.468

0.075

21.923

0.107

2.727

0.501

0.75

min

−0.025

0.006

−0.283

0.421

−0.418

17.375

−3.69

−71.182

0.042

−492.56

max

0.253

9.075

0.505

9.61

11.408

28.689

2.219

781.544

4.465

799.12

sd

0.027

0.709

0.068

1.014

0.367

1.665

0.267

19.852

0.223

20.987

N

2331

2331

2331

2331

2331

2331

2331

2330

2331

2331

ID = 0

mean

0.032

0.472

0.113

2.017

0.123

21.776

0.125

4.688

0.44

0.661

p50

0.024

0.257

0.106

1.629

0.084

21.557

0.126

3.068

0.439

0.69

min

−0.008

0.02

−0.283

0.421

−0.418

17.375

−3.69

−71.182

0.043

−36.34

max

0.253

7.335

0.505

9.61

10.855

25.503

2.219

781.544

4.465

73.19

sd

0.033

0.667

0.083

1.272

0.415

1.35

0.3

27.483

0.249

4.78

N

823

823

823

823

823

823

823

822

823

823

ID = 1

mean

0.021

0.502

0.088

1.635

0.111

22.489

0.088

3.513

0.533

0.495

p50

0.016

0.281

0.081

1.381

0.071

22.17

0.096

2.492

0.55

0.77

min

−0.025

0.006

−0.101

0.547

−0.347

18.568

−1.196

−49.984

0.042

−492.56

max

0.1

9.075

0.311

4.557

11.408

28.689

2.164

533.045

1.556

799.12

sd

0.022

0.73

0.057

0.809

0.338

1.764

0.247

14.038

0.199

25.856

N

1508

1508

1508

1508

1508

1508

1508

1508

1508

1508

0.011***

−0.03

0.025***

0.381***

0.012

−0.713***

0.038***

1.174

−0.093***

0.166