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:
I am using: bys security: reg excess_ret mrp
to regress by each security
Thank you!
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... |
to regress by each security
Thank you!
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