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Ok, i think I finally found it .. Ive succesfully added the dummy to my data set now! However, when I add the dummy to my regression, it gives a probability of 1, so I guess that something is not entirely right still (is this the dummy trap variable?) Ive added the excel file, it wouldnt upload the ...

Ah, I understand now! Sorry, I really am a novice with structuring these kind of things (especially when Ive got no idea what to do ;))

Ive tried it as follows now, would that work? (sheet2)

You're right, I hadnt seen that the fund names in my eviews file were different! Ive fixed that in the Excel sheet and recreated the panel set in Eviews. (I opened the excel file and then used proc - reshape- stack in new page) Ive attached the new one. (the _ in front of every isin code gets added ...

They are the same funds, identified by their isin code. (if thats what you meant?)

I've added my eviews workfile and the excel file with the data for the dummies. Thanks!

Thanks for the quick reply! The formula I am using is this: (Rfund-Rt) = a + b(Rm-Rt) + bSMB + bHML + bMom. I'd then like to add a dummy for a specific screening category (for example Environment). The data is all time-series except for the dummy variable which is constant over time. I just dont kno...

Hi, I am currently researching the financial performance of SRI mutual funds over a ten-year period. In order to do so I am using the fama-french multi-factor model. As I am dealing with socially responsible mutual funds, they all employ a different screening strategy. As part of my research I would...