Hello everyone, I am a graduate student from Japan.New guy here.This is my first post, thank you for watching.

I have some problem in my reserch about facor model, I managed to get the beta-coefficients from the first-pass regression but now I'm stuck at the second-pass CSR.

I did not use the asset portfolio but used the return of individual stocks cause I wanna see the result. So my dataset looks currently like this (don't have timeline):

stock_num _b_rmrf _b_smb _b_hml _b_cons _se_rmrf _se_smb _se_hml _se_cons
1 .0105404 .006652 .004455 .0024682 .0009126 .0023689 .0014434 .0044932
2 .0108077 .0065556 .0069412 -.0021143 .0009641 .0017155 .001284 .0040049
3 .0092218 .0031172 .0062981 .0017254 .0007646 .0010788 .0011947 .0036841
4 .0090816 .0067524 .0045218 .0007574 .0006437 .001152 .0014695 .0038171
5 .0063172 .0066778 .0032516 .001176 .001418 .0030843 .0027217 .007581
6 .0126918 .0103988 .0092053 -.0058024 .0011381 .0023021 .0026991 .00697
7 .0110675 .0133289 .0077426 -.002969 .0009794 .0016681 .002148 .0045315
8 .0067155 .0080598 .0021371 -.0030135 .0020149 .0052423 .0038237 .0094335
9 .0056429 .0021155 .0017127 .0008169 .0006394 .001037 .0010404 .0029972
10 .0045019 .0026487 .0022992 -.0011379 .0009762 .0020839 .0016779 .0046314
11 .0120853 .0152096 .0018089 -.0158933 .0024039 .0065615 .0062309 .0123758
12 .0080364 .0231562 .0333339 .0128133 .0063269 .0358441 .022438 .0402175
13 .0049572 .007217 .0093979 .0109655 .0014223 .0025739 .0033637 .005815
14 .0076725 .0081863 .007377 .0052172 .0014313 .0029621 .0031207 .0069191
etc.

Thus, does anyone have an idea how to retrieve the second pass regression coefficients (the beta coefficient in the second pass regression is perfectly fine and enough - no need for the constant or the residuals right now).