The abnormalest command allows to estimate the abnormal accrual as the difference between the reported and predicted accrual. Multiple estimation models are available to predict the accrual: OLS, quantile regression and regression preprocessed by entropy balance. The command is intended to be used to detect unusual measures respect to the predicted one.
Abnormalest: abnormal accrual estimation
Francesca Rossignoli
;Nicola Tommasi
2024-01-01
Abstract
The abnormalest command allows to estimate the abnormal accrual as the difference between the reported and predicted accrual. Multiple estimation models are available to predict the accrual: OLS, quantile regression and regression preprocessed by entropy balance. The command is intended to be used to detect unusual measures respect to the predicted one.
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