Dear members,
Is there a possibility to run a Fama and MacBeth two-step procedure in STATA where logit regressions are run for each time period and then the average of coefficients are obtained with t stats showing their significance?
Thank you in advance!
Best
Jovana
Related Posts with Fama and MacBeth two-step procedure with logit regressions
Latent Class Model on a Mixture-Amount Discrete Choice ExperimentHello I performed a discrete choice experiment which included 8 mixtures terms (the proportions of …
How to make a ttest with conditions?Hi! I don't know how to create a ttest for this null hypothesis: - H0: b1 +4b3 <= 50 - H1: b1 +4b…
Delete observations with older date within one yearDear Statalists, my data set looks like this: Meeting Date Year Company Attending Person 25ma…
If-Else IssueHello All, I have a rather interesting issue. I am attempting to use some if-else statements for so…
Vlookup in StataHello, There are four regions (Area Unit), and four people. The first table is the origin-destinati…
Subscribe to:
Post Comments (Atom)
0 Response to Fama and MacBeth two-step procedure with logit regressions
Post a Comment