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st: Re: Re: Fama-MacBeth regressions


From   "Subhankar Nayak" <nayak@bellsouth.net>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Re: Fama-MacBeth regressions
Date   Tue, 12 Oct 2004 10:51:27 -0400

Michael,

I remember you had helped me on this...
(We had discussed the fastest ways to carry out the loops).
I had individual regressions for 936 months and I found that "while" (with
modifications you, Nick and others had suggested) offered more flexibility
and speed.

Subh

----- Original Message -----
From: "Michael Blasnik" <michael.blasnik@verizon.net>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, October 12, 2004 10:32 AM
Subject: st: Re: Fama-MacBeth regressions


> You may want to check out -statsby- to run the individual regressions and
> assemble the results for you.
>
> Michael Blasnik
> michael.blasnik@verizon.net


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