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2023.csv data set and complete the following section in Stata. Make sure to include your do-file. This file shows the returns from industry based portfolios
2023.csv data set and complete the following section in Stata. Make sure to include your do-file. This file shows the returns from industry based portfolios (i.e., each return represents returns from a size weighted portfolio based on public companies that operate in the same industry). PLEASE NOTE YOU DO NOT NEED TO GET THE RETURN. I HAVE ALREADY GIVEN IT TO YOU. Use the portfolio return with the first letter/second letter of your last name for the dependent variable based on this table. Last Name Starts With Industry Portfolio B Agric Br Food C Beer D Smoke G Toys Ka Fun Ki Books Kl Hshld L Clths Ma MedEq Me Drugs Mi Chems Mo Txtls P BldMt Q Cnstr Sc Steel Se Mach St ElcEq Sy Autos Th Aero Tu Ships Up Mines Ur Coal V Oil Import the data into Stata. Get Summary Statistics of Returns and returnsmkt, and discuss. Conduct a hypothesis test of the population mean for Returns Run the following Regression: Display R-squared, and Adjusted R-squared Interpreted the coefficients, and conduct the following individual hypothesis test: Save the residuals and predicted values. Create a scatter plot of the predicted values and returnsmkt and a line graph of predicted values and returnsmkt in the same graph. Discuss this graph. Run the following Regression: Display R-squared, and Adjusted R-squared, discuss the difference between each model. Interpreted the coefficient, and conduct the following individual hypothesis test: Conduct the following joint hypothesis test and interpret the results: Overall significance
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