Hi everyone,,
I'm not very pratical with this program and i'm trying to improve my skills.
I'm using about 600 financial funds with monthly returns and i need to regress the return for each funds with an index fund, and then save for every regression the Beta value because I need them later.
I know that i can't write the same code 600 times, the funds have the same initial letter so i thought to use
" foreach F* {
regress Rfunds Rindex "
}
or something similar but doesn't work.
Related Posts with regress market model for a lot of variables and save the betas
Arellano-Bond test AR(2)Dear Statalisters, I have one doubt about the result of my Arellano-Bond test for autocorrelation i…
Cumulative sum by order and idHi all, I am working on this dataset, in which I would like to test whether the cumulative sum of t…
Problem with negative values in log-transformationNegative values are deleted in log-transforming. How can negative values be log-transformed without …
Interactions with time in linear mixed models (repeated data)Hi all, I'm working on the impact of blood pressure variability on cognitive function over time. I …
Hardware for Stata double-digit-core versionI think I will upgrade my Stata to 32-core or more. But I am wondering what hardware I have to buy.…
Subscribe to:
Post Comments (Atom)
0 Response to regress market model for a lot of variables and save the betas
Post a Comment