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Does someone know ho to give the weights for a regression which compares two individual wls regressions where the weights in the individual regressions are determined by the square root of the number of observations??

Hi all, I have a question regarding WLS regressions. I have performed two WLS regression for two subsamples (the first consist domestic mergers and acquisitions (D) and the second consist of cross-border mergers and acquisitions (CB) ) where the weights (using options Weighted LS) are determined by ...

Tnx I get it. I would like to thank you for your time and effort helping me out!!!

Greets

Ok. I don't know much about statistical tests and eviews but is it oke to reject a hypothesis based on this tests?? I have heard something about anova to tests for differences... I also do not know what a minus sign for the SMB coefficient ?? Does a minus sign for the SMB coefficient menas that smal...

Tnx for your quick answer!! I did the regression as you explaind but the coefficients are not numerically identical to the difference in the coefficients of the individual regressions. the difference should be 0.001597 (0.005412-0.003815 for the intercept) and I get 0.001449.... Do you know how this...

Hi all, I use the Fama and French three-factor model of which the intercept measures long-term performance (over three years) of mergers and acquisitions (M&A). I have created monthly portfolios of firms, which engaged in M&A for a period of three year and regressed these monthly portfolios ...