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st: estimate store command
From
Julian Runge <[email protected]>
To
[email protected]
Subject
st: estimate store command
Date
Wed, 12 May 2010 11:39:53 +0200
Hi!
I have a question regarding the estimate store command. I used the command
by fund_identifier: mvreg ReturnMinusRF = MktMinusRF SMB HML TERM DEF
on panel data to estimate a cross section of fund alphas in a
Fama-French-framework.
I only want to store the *intercept term *of every single regression,
not the whole regression outcome. Is that possible?
Best regards,
Julian
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