I am running a Seemingly-Unrelated-Regression using -sureg- for 80 banks. Brief background: the purpose is to test whether there is, on average, a statistically significant change in stock prices on the event day.
Code:
local subsetvar HSBC-UBS sureg (`subsetvar' = StoxxGlobal1800 eventdaypre eventday eventdaypost)
Code:
lincom ([HSBC]eventday+.....+[UBS]eventday)/80
I have already read the help file from -lincom- and other threads in the forum, however, I did not come up with a solution.
Thanks for the help.
Best,
Oscar
(Stata 16)
0 Response to lincom command with same variable after sureg
Post a Comment