Dear Statalists,
I have already created the following variables, in which I regressed Alphas and t statistics for each time section.
In the following I am trying to combine the variables to one matrix.
Moreover is there any way to test for multiple significance levels (1, 5, 10) in one ttest.
Unfortuantely I have not succeeded in finding any solution yet.
Can anyone please help me?
Thank you in advance!
I have already created the following variables, in which I regressed Alphas and t statistics for each time section.
Code:
gen alpha = . levelsof id, local(levels) foreach x of local levels { regress mean_alpha lbhml lbmom lbmktrf lbsmb if id == `x' mat table = r(table) replace alpha = table[1,5] if id == `x' } gen ttest95 = . levelsof id, local(levels) foreach x of local levels{ ttest alphatl == 0 if id == `x', level(95) replace ttest95 = r(t) if id ==`x' }
Moreover is there any way to test for multiple significance levels (1, 5, 10) in one ttest.
Unfortuantely I have not succeeded in finding any solution yet.
Can anyone please help me?
Thank you in advance!
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