Hi!
In my regression output table underneath, I would like t to show the t-statistics only for a certain coefficient ("alpha", the renamed constant) and not for all of them. Further, I would like to rescale only the alpha coefficient (multiply it by 100).
I would really appreciate any help as I could not find the solution in the help pdf of esttab.
I save the regressions with eststo and then get to the regression table using this code:
esttab, b(%9.5f) order(_cons mktrf smb hml rmw cma umd) coeflabels (_cons "alpha" mktrf "XMKT" smb "SMB" hml "HML" rmw "RMW" cma "CMA" umd "UMD") title("Panel A. Daily Rebalancing. No Delay") mtitle ("0-F" "1-F" "6-F") nonumbers addn ("543 Days (June 1, 2018 to August 13, 2020)") nostar nonotes noobs
In my regression output table underneath, I would like t to show the t-statistics only for a certain coefficient ("alpha", the renamed constant) and not for all of them. Further, I would like to rescale only the alpha coefficient (multiply it by 100).
I would really appreciate any help as I could not find the solution in the help pdf of esttab.
I save the regressions with eststo and then get to the regression table using this code:
esttab, b(%9.5f) order(_cons mktrf smb hml rmw cma umd) coeflabels (_cons "alpha" mktrf "XMKT" smb "SMB" hml "HML" rmw "RMW" cma "CMA" umd "UMD") title("Panel A. Daily Rebalancing. No Delay") mtitle ("0-F" "1-F" "6-F") nonumbers addn ("543 Days (June 1, 2018 to August 13, 2020)") nostar nonotes noobs
