I have a double sort portfolio results based on two variables (X and Y). I would like to calculate the T-statistics for High minus Low. Could someone advise about the STATA code for the same.
Example outcome:
Y
X 1 2 3 4 5
1 -.0069496 .0022427 .0040744 .0006564 .0034743
-1.693177 .8017391 1.76241 .363766 2.444734
2 -.0171231 .0027472 .0059278 .0006854 .0053287
-5.057954 1.016869 2.73813 .3713817 5.611485
3 -.0123718 .0058199 .0030675 .0046636 .0056471
-3.770385 2.184333 1.406873 2.537606 6.325758
4 -.0068574 .0064053 .011341 .0113131 .0082394
-2.374479 2.499869 3.92472 6.594771 9.409631
5 .0062524 .023058 .0211118 .0165841 .0120064
2.384699 9.67393 12.38694 12.61789 12.69396
Related Posts with Calculation of the "T" statistic for High minus (-) Low double sort portfolio
Reducing space between columns using frmttableHi. I'm trying to fit a multicolumn table in word using the stata command "frmttable". The spacing b…
Generate population data based on known population characteristicsHello everyone, My goal is to draw a random sample from a population of registered voters. However,…
min, max, mean of correlaiton matrixI apologize if I've overlooked something, but I cannot find an answer. For simplicity, I'll use an e…
high dimensional propensity scoresHi all, After high dimensional propensity scores matching in a research paper, I am asked this by a…
Panel data: plot the time series of cross-sectional averages and standard deviations for 2 variablesI have a panel data set and each observation is identified by an ID and a date. For example, there a…
Subscribe to:
Post Comments (Atom)
0 Response to Calculation of the "T" statistic for High minus (-) Low double sort portfolio
Post a Comment