aggregate_: Estimate the second stage of the Fama-MacBeth regression.
In max-sokolov/fmreg: Fama-MacBeth Regression
Description
Usage
Arguments
Value
See Also
Description
aggregate_ aggregates the results from the first stage of
the Fama-MacBeth regression.
Usage
1
aggregate_(model, l_fit)
Arguments
model
A list specifying the model.
E.g., x and y fields should contain rhs and lhs of the model.
l_fit
A list of "fits" from the first stage.
Each "fit" is a list with the result for that "date".
Value
A list with the results of the Fama-MacBeth regression.
This list is a fmreg object.
See Also
max-sokolov/fmreg documentation built on May 21, 2019, 1:38 p.m.
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Description Usage Arguments Value See Also
Description
aggregate_ aggregates the results from the first stage of
the Fama-MacBeth regression.
Usage
1 | aggregate_(model, l_fit)
|
Arguments
model |
A list specifying the model. E.g., x and y fields should contain rhs and lhs of the model. |
l_fit |
A list of "fits" from the first stage. Each "fit" is a list with the result for that "date". |
Value
A list with the results of the Fama-MacBeth regression. This list is a fmreg object.
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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