Comparison of two data sets helps understand the characteristic features of different variables across the two data sets. We can compare the entire data sets as well as the variables in both data sets. These variables can be compared efficiently by using STATA. We can do that either by using the menu i.e., Data>Data utilities> […]
This article will help you to estimate the beta (weekly, monthly, and annually) using STATA. The focus will be on the command statsby. The provided dataset has four variables (date, symbol, price, and S&P 500). The data comprise four firms (AAPL, GE, GM, and MSFT) To calculate the beta, it is a must to calculate
How to Estimate Weekly, Monthly, Yearly Betas in Stata Read More »
While a data set is generated or imported, it contains many variables and have their specific name that are set by the creator of that data set and may vary depending on type of research which one is going to be performed, such variables are called research or data set variables. These variables are used
Use of System Variables, difference between _n and _N in Stata Read More »
Whenever we run OLS regressions, there are a few basic assumptions that are made with regard to our data so that correct inferences and predictions can be made. To learn the basics of regression assumption, please refer to an introductory textbook on econometrics. The four regression assumptions that we will discuss in this article are
ANOVA (Analysis of Variance) is an analysis tool used to see the effect of categorical independent variables on a dependent variable in regressions. This article is motivated by Chapter 9 of A Gentle Introduction to Stata by Alan C. Acock. There are two main assumptions that need to be met when using ANOVA. To explore
