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
xtpcse with ols coefficients and ar(1) standard errorsDear users, I have a panel with n=40 states and t=30 years which I would like to estimate with the …
A question about GDP interacted with Quarter Fixed EffectsHi! What could be the idea behind interact GDP with Quarter Fixed Effects in a Difference in Differ…
Dyadic Ties. Looping if a pair in the same group is also a pair in another group, not longer than five years before the focal groupI am using Stata 15.0 I am trying to construct the variable Prior Tie Density (the number of formed …
Help with time-invariant variable in panel dataGood morning, I am new here and would greatly appreciate some help. I would like to run a regressio…
Interpreting coefficients with two interaction termsHello, I have a general question about how to interpret regression coefficients, when you have more…
Subscribe to:
Post Comments (Atom)
0 Response to Fama and MacBeth two-step procedure with logit regressions
Post a Comment