What am I doing wrong here?
Code:
regress long_short_return msciworld_excess_return d_e3_1 d_e10_1 d_e13_1 d_e15_1 d_e18_1 d_e19_1 //COPY PASTE HERE THE SELECTED EVENT DUMMIES hettest vif estimates store long_short1 test ([long_short1]d_e3_1+[long_short1]d_e10_1+[long_short1]d_e13_1+[long_short1]d_e15_1+[long_short1]d_e18_1+[long_short1]d_e19_1) = 0 regress long_short_return msciworld_excess_return d_e3_3 d_e10_3 d_e13_3 d_e15_3 d_e18_3 d_e19_3 //COPY PASTE HERE THE SELECTED EVENT DUMMIES hettest vif estimates store long_short3 test ([long_short3]d_e3_3+[long_short3]d_e10_3+[long_short3]d_e13_3+[long_short3]d_e15_3+[long_short3]d_e18_3+[long_short3]d_e19_3) = 0 regress long_short_return msciworld_excess_return d_e3_5 d_e10_5 d_e13_5 d_e15_5 d_e18_5 d_e19_5 //COPY PASTE HERE THE SELECTED EVENT DUMMIES hettest vif estimates store long_short5 test ([long_short5]d_e3_5+[long_short5]d_e10_5+[long_short5]d_e13_5+[long_short5]d_e15_5+[long_short5]d_e18_5+[long_short5]d_e19_5) = 0
0 Response to r(303) equation not found after using "test" command to see if coefficients = 0
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