regression coefficients

  1. R

    multiple Rolling regression

    Dear STATA- User, I`m using STATA while writing my thesis and have one problem: I regress Jensen Alphas for 303 funds while 200 days and I need for every day and every fund one alpha, so I would get a list of 303 funds with 200 Alphas. If I use the command: foreach fonds of varlist ***...
  2. B

    how to compare poisson regression coefficients between two models in SPSS?

    I have two different Poisson models: Y = b1 + b2*X (1) Y = b1 + b3*X + b4*C (2) I would like to compare whether b2 is different than b3? The model is a poisson regression, is there a quick way to do it in SPSS? Many thanks Ezgi