Hi statalisters
I ran statsby command as follows:
statsby by(panelid) saving(mohamed, replace):arch returns mktrf SMB HML , earch(1) egarch(1)
The result was one dot and 2077 (number of firms) red X.
I guess STATA ran the the three independent variables (mkmf, smb and hml) using the first panel data only
I want to tell STATA run the same independent variables for each panel
in other words, i have 200 time series observation for each of the independents and 170,000 dependent variable observation in the form of panel data.
kindly do not forget I need to compute residuals for each panel (company)
any help would be greatly appreciated
I ran statsby command as follows:
statsby by(panelid) saving(mohamed, replace):arch returns mktrf SMB HML , earch(1) egarch(1)
The result was one dot and 2077 (number of firms) red X.
I guess STATA ran the the three independent variables (mkmf, smb and hml) using the first panel data only
I want to tell STATA run the same independent variables for each panel
in other words, i have 200 time series observation for each of the independents and 170,000 dependent variable observation in the form of panel data.
kindly do not forget I need to compute residuals for each panel (company)
any help would be greatly appreciated
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