BJ Data Tech Solution

Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.

Monday, September 21, 2020

Fama and MacBeth two-step procedure with logit regressions

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

BJ Data Tech Solution

Monday, September 21, 2020

Fama and MacBeth two-step procedure with logit regressions

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