if you were to run this, would there be a way to store the coefficients in a single place, and calculate their average?Code: Select all
for !i=1 to 40 smpl if id=!i equation eq!i.ls y c x next
Search found 3 matches
- Sat Aug 29, 2015 12:20 pm
- Forum: Data Manipulation
- Topic: Panel Data manipulation
- Replies: 7
- Views: 8122
Re: Panel Data manipulation
- Sat Aug 29, 2015 11:46 am
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 349012
Re: Fama-MacBeth regression
Hi! I'm hoping someone can help. I'm trying to use the Fama-MacBeth add-in to test the relationship between abnormal returns (alpha) and expense ratios of mutual funds (see for example Carhart 1997). So I have the raw return data for the mutual funds, alongside the return data on the Fama French fa...
- Sat Aug 29, 2015 11:13 am
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 349012
Re: Fama-MacBeth regression
Hi! I'm hoping someone can help. I'm trying to use the Fama-MacBeth add-in to test the relationship between abnormal returns (alpha) and expense ratios of mutual funds (see for example Carhart 1997). So I have the raw return data for the mutual funds, alongside the return data on the Fama French fac...