With the following code I am able to run the regressions and get the constant and the t-statistic.
Code:
eststo er1: quietly reg er1 MktRF SMB HML eststo er2: quietly reg er2 MktRF SMB HML eststo er3: quietly reg er3 MktRF SMB HML eststo er4: quietly reg er4 MktRF SMB HML eststo er5: quietly reg er5 MktRF SMB HML eststo er6: quietly reg er6 MktRF SMB HML eststo er7: quietly reg er7 MktRF SMB HML eststo er8: quietly reg er8 MktRF SMB HML eststo er9: quietly reg er9 MktRF SMB HML esttab, t nostar r2 mat list r(coefs) esttab r(coefs, transpose) eststo clear
er1 _cons | er2 _cons | er3 _cons |
er4 _cons | er5 _cons | er6 _cons |
er7 _cons | er8 _cons | er9 _cons |
er1 _t-stat | er2 _t-stat | er3 _t-stat |
er4 _t-stat | er5 _t-stat | er6 _t-stat |
er7 _t-stat | er8 _t-stat | er9 _t-stat |
Thank you very much for your help.
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