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- Fri May 29, 2015 4:26 pm
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 247639
Fama-MacBeth regression
Hi guys!! I am new here at forum. I was told to run fama-macbeth and take the fitted/predicted values of the regression(about debt and leverage factors) : D = pr +s+ gr+ tng+ nbts+ dr+ liq and then, use them as proxy for the target debt of each firm. How i can take the predicted/fitted values of the...