I would like to annualize (x12) the alpha (intercept) of an asset pricing regression before outputting the result using outreg2. I'm getting an output with statistical significance (***) that is tedious to amend in Excel subsequently. How can I fix this?
This is the basic setting:
Code:
webuse grunfeld, clear reg invest mvalue kstock outreg2 using "Test", dta dec (3) tstat
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