Fama MacBeth regression using xtfmb
Hello everyone,
I would like to make cross sectional regression over 60 months following the Fama MacBeth procedure. However, I can't figure out how to run it correctly, when I enter "xtfmb x y" with x and y as my variables I get a series of "xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx xx". Do you know why ?
On the other hand do you know how to simply ask STATA to run a cross sectional regression on a particular date ? I mean, if i want to run a cross sectionnal regression for the month number 12 for example using my entire data set, is it possible ?
Thanks in advance,
Geolien,
I would like to make cross sectional regression over 60 months following the Fama MacBeth procedure. However, I can't figure out how to run it correctly, when I enter "xtfmb x y" with x and y as my variables I get a series of "xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx xx". Do you know why ?
On the other hand do you know how to simply ask STATA to run a cross sectional regression on a particular date ? I mean, if i want to run a cross sectionnal regression for the month number 12 for example using my entire data set, is it possible ?
Thanks in advance,
Geolien,
