Summarising the results of different regressions into one table

[Kiran Kotecha]

Hi,

I am trying to tabulate the results for multiple regressions into one table - I am trying to use esttab / eststo in some form, but can't seem to figure it out.

Essentially what I am doing is regressing the excess returns of 30 funds onto the market risk premium of an index.
From this I get an alpha, beta, SEs, t-stats, P Values.

What I am hoping for is something with an output which looks like:

	_Cons	MRP
Fund 1	Alpha (with asterisks if significant)	Beta (with asterisks if significant)
Fund 2	As above	As above
etc...

I am using: bys security: reg excess_ret mrp
to regress by each security


Thank you!

[Attaullah Shah]

You might find it useful. In this thread, see post #6 where I have shown how to create a table like you have described above.

[Kiran Kotecha]

Thank you, I'll take a look!