create a table with two "variable-groups" as x- and y-axis and the corresponding returns for each combination

[Pascal Strebel]

Hello

I am trying to recreate table1, panel A from Fama & French (2015), which looks as follows: 5 size-groups as rows and 5 BM-groups as columns?

	1	2	3	4	5
1	0.26	0.81	0.85	1.01	1.15
2	....	....	....	.....	.....
3	....	.....	....	...	....
4	...	...	...	...	...
5	...	....	....	....	....

My dataset looks as follows:

size-group	bm-group	excess return
1	1	0.26
1	2	0.81
1	3	0.85
1	4	1.01
1	5	1.15
2	1	0.48
2	2	....
...	....	....

I hope somebody can help me.

Pascal

[Wouter Wakker]

* Example generated by -dataex-. To install: ssc install dataex
clear
input byte(size bm) float return
1 1  .26
1 2  .81
1 3  .85
1 4 1.01
1 5 1.15
2 1  .48
end

table size bm, contents(mean return)


----------------------------------------
          |              bm             
     size |    1     2     3     4     5
----------+-----------------------------
        1 |  .26   .81   .85  1.01  1.15
        2 |  .48                        
----------------------------------------

[Pascal Strebel]

Thank you very much!