Question
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
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
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started