Hello dear all,
I will have a question about regression tables, so I will attach my code for your evaluation. I have 4 regressions, I want to have them in one sheet, in each column I would like to have my models and then my variables in the rows, for each of them coefficient estimates, but I cant. Thank in advance!
* Fund flow on average t-1 to t-12 monthly performance
reghdfe flow_winsor c.MonthlyAlpha1F_12m##i.sustainable_fund_lag1 return_volatility_lag1 ln_TNA_lag1 flow_winsor_lag1 ln_max_fund_age_lag1, absorb(Month) vce(cluster fund_identifier_unique)
eststo model1
reghdfe flow_winsor c.MonthlyAlpha4F_12m##i.sustainable_fund_lag1 return_volatility_lag1 ln_TNA_lag1 flow_winsor_lag1 ln_max_fund_age_lag1, absorb(Month) vce(cluster fund_identifier_unique)
eststo model2
reghdfe flow_winsor c.MonthlyNetReturn_12m##i.sustainable_fund_lag1 return_volatility_lag1 ln_TNA_lag1 flow_winsor_lag1 ln_max_fund_age_lag1, absorb(Month) vce(cluster fund_identifier_unique)
eststo model3
* Regression for negative and positive performance
gen PositivePerf = MonthlyAlpha4F_12m
replace PositivePerf = 0 if MonthlyAlpha4F_12m < 0
gen NegativePerf = MonthlyAlpha4F_12m
replace NegativePerf = 0 if MonthlyAlpha4F_12m >= 0
reghdfe flow_winsor c.PositivePerf##i.sustainable_fund_lag1 c.NegativePerf##i.sustainable_fund_lag1 return_volatility_lag1 ln_TNA_lag1 flow_winsor_lag1 ln_max_fund_age_lag1, absorb(Month) vce(cluster fund_identifier_unique)
eststo model4
Any help is appreciated!
I will have a question about regression tables, so I will attach my code for your evaluation. I have 4 regressions, I want to have them in one sheet, in each column I would like to have my models and then my variables in the rows, for each of them coefficient estimates, but I cant. Thank in advance!
* Fund flow on average t-1 to t-12 monthly performance
reghdfe flow_winsor c.MonthlyAlpha1F_12m##i.sustainable_fund_lag1 return_volatility_lag1 ln_TNA_lag1 flow_winsor_lag1 ln_max_fund_age_lag1, absorb(Month) vce(cluster fund_identifier_unique)
eststo model1
reghdfe flow_winsor c.MonthlyAlpha4F_12m##i.sustainable_fund_lag1 return_volatility_lag1 ln_TNA_lag1 flow_winsor_lag1 ln_max_fund_age_lag1, absorb(Month) vce(cluster fund_identifier_unique)
eststo model2
reghdfe flow_winsor c.MonthlyNetReturn_12m##i.sustainable_fund_lag1 return_volatility_lag1 ln_TNA_lag1 flow_winsor_lag1 ln_max_fund_age_lag1, absorb(Month) vce(cluster fund_identifier_unique)
eststo model3
* Regression for negative and positive performance
gen PositivePerf = MonthlyAlpha4F_12m
replace PositivePerf = 0 if MonthlyAlpha4F_12m < 0
gen NegativePerf = MonthlyAlpha4F_12m
replace NegativePerf = 0 if MonthlyAlpha4F_12m >= 0
reghdfe flow_winsor c.PositivePerf##i.sustainable_fund_lag1 c.NegativePerf##i.sustainable_fund_lag1 return_volatility_lag1 ln_TNA_lag1 flow_winsor_lag1 ln_max_fund_age_lag1, absorb(Month) vce(cluster fund_identifier_unique)
eststo model4
Any help is appreciated!
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