Testing statistical difference for 4 variables

[Muzaffarhon Ahmathonov]

I shoul perform a test for whether the means are statistically different from zero for the excess stock returns and the three factor returns (Mkt_RF (this is called ‘the excess market return’), SMB, HML). Is it possible to do it in stata? if yes, what command should I use? Thanks in advance

[Marcos Almeida]

If I understood right, you may use - regress - for that matter. Please keep in mind to use "i." as factor notation as well. After that, you may use - contrast - command