Hello,
I'm trying to run the following code but I don't know where is the error.
The same code has been posted by different users here on the forum since it's related to computing several OLS regressions at once to test the Fama French Carhart 4 factor model, but no one has ever answered to the problem that I'm going to explain.
Note: I have attached both my datased in .dta format ( RendimentiUCITSSBER.dta ), the entire code provided by Matthew Martiner ( Codemartineer.do ) - the guy who created everything - and the part that I need to use ( mycode.do )
Note2: I have already modified the name of the variables according to my dataset. In the Codemartineer file, the code related to this topic starts at row1060.
However, just to be clear, the first variable is LFEquityEmergingEuropeEuro and the last ZESTMediterraneusAbsoluteValu.
The problem is that when I run the code there are two problems, and maybe the first causes the second.
The first is related to the -post- command. Stata tells "post __000000 not found" and the second is that at the end there is no data. I would like, as explained by the code, to have a table that shows the coefficients on the four factors, for each fund, but when I use the -use `abc', clear- command, everything is blank.
Could someone help me?
I have browsed for days with no answers
Thank you
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