Fama Macbeth Regression in R
13:39
Calculate Portfolio Return in R
11:15
Download Financial Data in R
5:08
Working With Missing Values in R
8:04
Generate Sample Data in R
5:10
8 ай бұрын
Download Stock Data in R
4:56
8 ай бұрын
Two-way interaction Using R Part4
10:03
Margins and Margins Plot in Stata
11:12
Working with Dates in R
15:42
8 ай бұрын
Пікірлер
@ashevasaefudin
@ashevasaefudin 12 күн бұрын
Thanks A lot. I just need it for my thesis
@ahmad_qau
@ahmad_qau 17 күн бұрын
Thank you, it was useful
@amaardan2023
@amaardan2023 27 күн бұрын
Thanks. Your efforts are valuable. My KZbin channel, "𝐚𝐦𝐚𝐚𝐫𝐝𝐚𝐧", has a full tutorial (3 part) about "𝐏𝐚𝐧𝐞𝐥 𝐃𝐚𝐭𝐚 𝐀𝐧𝐚𝐥𝐲𝐬𝐢𝐬 𝐢𝐧 𝐒𝐭𝐚𝐭𝐚". Thanks anyone that watch this video and write her/his idea ❤. 𝐏𝐚𝐧𝐞𝐥 𝐃𝐚𝐭𝐚 𝐀𝐧𝐚𝐥𝐲𝐬𝐢𝐬 𝐢𝐧 𝐒𝐭𝐚𝐭𝐚, 𝐅𝐮𝐥𝐥 𝐭𝐮𝐭𝐨𝐫𝐢𝐚𝐥 (𝟐𝟎𝟐𝟒), 𝐏𝐫𝐚𝐜𝐭𝐢𝐜𝐚𝐥, 𝐏𝐚𝐫𝐭 𝟏 𝐨𝐟 𝟑. kzbin.info/www/bejne/ZoqtgJZ5a9-AmpI For new tutorial, 𝐝𝐨𝐧'𝐭 𝐟𝐨𝐫𝐠𝐞𝐭 𝐭𝐨 𝐒𝐮𝐛𝐬𝐜𝐫𝐢𝐛𝐞.
@michaelrop6213
@michaelrop6213 29 күн бұрын
Thank you for this video. Very informative.
@thedatahall
@thedatahall 29 күн бұрын
Glad it was helpful!
@agneswanjau178
@agneswanjau178 Ай бұрын
Thanks for making this video; it's very easy to follow....👏👏
@JEANFRANCOISKOLYONIVOGUI
@JEANFRANCOISKOLYONIVOGUI Ай бұрын
YOU ARE LIFE SAVER!!!
@JEANFRANCOISKOLYONIVOGUI
@JEANFRANCOISKOLYONIVOGUI Ай бұрын
THANK YOU SO MUCH!
@Karthik_Ponna
@Karthik_Ponna Ай бұрын
your are life changer man thanks for sharing this crypto compare site i finally got the freee API.. Thanks a lot 🥰
@thedatahall
@thedatahall Ай бұрын
Thanks. Keep sharing
@ChifuniroKapula
@ChifuniroKapula Ай бұрын
Which software have you use to collect such information
@thedatahall
@thedatahall Ай бұрын
It is hypothetical data generated in excel
@ChifuniroKapula
@ChifuniroKapula Ай бұрын
Alright sir thank you....but is it possible to generate same data using like mWater, Kobo toolbox or in google forms? coz I'm doing my research now so I don't know how I can collect such data like one in excel form please help me sir
@sumatt7031
@sumatt7031 Ай бұрын
Hi! You used age intervals of 1 in this video but in the part 3 where you didn't use interaction terms, you used age intervals of 10. Is that why the marginsplot has come out to be different?
@thedatahall
@thedatahall Ай бұрын
Yes that may be the cause
@sumatt7031
@sumatt7031 Ай бұрын
@thedatahall so for a data with around 39000 observations and a huge income range , should I first regress to see the interaction between two independent variables and then use marginsplot?
@sumatt7031
@sumatt7031 Ай бұрын
@@thedatahall is it better to create a categorical variable for income to define ranges and then use margins to see a more accurate impact?
@yolat.2524
@yolat.2524 Ай бұрын
appreciate this Sir, it helped me alot.
@huynhhungdung6424
@huynhhungdung6424 Ай бұрын
I bought your code command on payhip but when I use it I want the result of step 3 regression coefficient such as sig. How or what command to enter to display
@bhuyashitalukdar2685
@bhuyashitalukdar2685 Ай бұрын
Sir at first thanks a lot for this wonderful lecture it was really helpful. I had doubts about my data. If you could clarify. The independent variable in my dataset is a time invariant dummy variable. When I perform brush pagan test, it suggests there exists a panel effect. Then when I perform hausman test it suggest to use FE mode. However that is not possible for my data. How do I proceed? Can I use RE model.
@techierepublique9301
@techierepublique9301 Ай бұрын
Firstly thank you for a detailed explanation, i have tried to look for many explanation of FFM's but till date, not one video explain this way. Many thanks for a great job. Simple and to the point. Specifically appreciate that you addressed what happens when the Median point is in the data-set. I am assuming there is a Part 2 and beyond. It will be greatly appreciated if similar videos and collected into playlists such that its easier to find part 2, part 3 and beyond in the same playlist. Thank you once again for great effort. Well Done !! Also you said in the video around the 1 minute mark that the python code will be discussed as well .... am trying to look for that as well !! And lastly, how do you handle certain stocks that have listed later or certain stocks that are delisted. Appreciate the support and help.
@momnaniazi8896
@momnaniazi8896 Ай бұрын
How to arrange the data on excel for using in stata.as I am using the whole sector
@noorpk
@noorpk 2 ай бұрын
Where you have shown about txt files?
@thedatahall
@thedatahall 2 ай бұрын
Txt files have almost similar method
@tanushreedash5139
@tanushreedash5139 2 ай бұрын
Thank you so much
@theYoutubeHandle
@theYoutubeHandle 2 ай бұрын
what is the difference between regression method vs covariance / market variance method? Which one is better?
@pkoomson1
@pkoomson1 2 ай бұрын
Very refreshing. Thank you.
@cavalryground9501
@cavalryground9501 2 ай бұрын
After changing directory it works fine but When i restart stata, it again shows the old working directory. What is the solution?
@thedatahall
@thedatahall 2 ай бұрын
U have to change it each time u restart stata
@cavalryground9501
@cavalryground9501 2 ай бұрын
@@thedatahall Thanks for reply. It means we cannot change the directory permanently? Every time we restart stata, it will automatically connect to default directory?
@liquidtv78
@liquidtv78 2 ай бұрын
Great intro tutorial
@peepepepe3616
@peepepepe3616 2 ай бұрын
Hello I have a question. I have one string variable which have 4 characters the first two are the houres a the two second are the minutes How can I Split that variable into to variable one for the houres and other for the minutes?
@thesenate8268
@thesenate8268 3 ай бұрын
When you double click the .dta file it opens the data editor by default, but when I do it, it just opens the Stata console. It still uses the data but how can i make it so that it will open the data editor?
@tingdong6600
@tingdong6600 3 ай бұрын
the link goes to R code, not stata.
@thedatahall
@thedatahall 3 ай бұрын
Thanks for letting me know. I will correct it in few hours
@nabilfndy7537
@nabilfndy7537 3 ай бұрын
Hi, how do I set for each portfolio I want jus N number of securities?
@EllaXu-ge7hf
@EllaXu-ge7hf 4 ай бұрын
Thank you for the very clear demonstration. Can you please provide a link for Part 1 you mentioned in the video?
@pps1223
@pps1223 4 ай бұрын
Thank you!
@peterqiaodongwei
@peterqiaodongwei 4 ай бұрын
Great video. Keep up the good work sir.
@thedatahall
@thedatahall 4 ай бұрын
Thanks
@TiffanyPothapragada
@TiffanyPothapragada 4 ай бұрын
Wonderful explanation and walkthrough!
@thedatahall
@thedatahall 4 ай бұрын
Thanks. Please keep sharing
@dibakardas1173
@dibakardas1173 4 ай бұрын
very nice explanation. waiting for various assumptions test for panel data analysis ( for OLS, fixed effect and random effect)
@thedatahall
@thedatahall 4 ай бұрын
Thanks. Please keep sharing
@alindadembejoseph5717
@alindadembejoseph5717 4 ай бұрын
Thanks.. good explanation
@thedatahall
@thedatahall 4 ай бұрын
Thanks. Keep sharing
@r.namratha3657
@r.namratha3657 4 ай бұрын
Not clear, A bit fast. For beginners, its not a suitable video
@ChiaoChang-xp3iz
@ChiaoChang-xp3iz 4 ай бұрын
very helpful
@jemalhassen2841
@jemalhassen2841 4 ай бұрын
It a very helpful video. Thank you!
@thedatahall
@thedatahall 4 ай бұрын
Thanks. Keep sharing
@parulgupta4442
@parulgupta4442 5 ай бұрын
Is there a way to match the parallel trends results from regress with estat ptrends after didregress?
@parulgupta4442
@parulgupta4442 5 ай бұрын
What is the purpose of showing the vertical line at 0.5? Shouldn't it be at 0 to show when treatment starts?
@thedatahall
@thedatahall 5 ай бұрын
Yes u r right it should be zero
@parulgupta4442
@parulgupta4442 5 ай бұрын
@@thedatahall Thanks for clarifying
@Jayanti.jadhav
@Jayanti.jadhav 5 ай бұрын
heatplot corrmatrix variable __00000N not found r(111); facing this issue
@sovannearyhuot4962
@sovannearyhuot4962 5 ай бұрын
Thank you so much. This was really helpful. Do you have a video about desctable?
@thedatahall
@thedatahall 5 ай бұрын
No we don't. Will keep that in todo list
@tahminaferdous2291
@tahminaferdous2291 5 ай бұрын
Couldn’t thank you enough for this wonderful video on stata. This video saved my day 😊
@thedatahall
@thedatahall 5 ай бұрын
Welcome. Keep sharing
@victorgallegos-rejas6238
@victorgallegos-rejas6238 5 ай бұрын
Thanks for the video. It went straight to the point. You saved lots of time while cleansing my dataset. Awesome video!
@thedatahall
@thedatahall 5 ай бұрын
Welcome. Please keep sharing
@DrSunilKumar-k2w
@DrSunilKumar-k2w 5 ай бұрын
very informative and helpful video lecture. I have query that there are 20 companies in my sample whose stock split occurred in a specific year e.g., 2020, but their stock split happened on different dates in that year. in this case how indexlist (BSE Sensex) data will be stagged.
@tanushreedash5139
@tanushreedash5139 5 ай бұрын
Very nice explanation
@thedatahall
@thedatahall 5 ай бұрын
Thanks. Keep sharing
@sauravmedhi1407
@sauravmedhi1407 6 ай бұрын
it would be better if you share the do file of fama french 5 factor model as the file showing the panel data analysis in R
@thedatahall
@thedatahall 6 ай бұрын
Please email me at [email protected]
@bhuyashitalukdar2685
@bhuyashitalukdar2685 6 ай бұрын
sir can you please tell me how to change the stars and significance level for the correlation matrix, like if I want only 10, 5 and 1 % sig level?
@Lily-cl6zk
@Lily-cl6zk 6 ай бұрын
You are a great explainer thank you
@thedatahall
@thedatahall 6 ай бұрын
Thanks. Keep sharing
@KrishnenduJ-hc5fg
@KrishnenduJ-hc5fg 6 ай бұрын
Is there a way I could overlay one graph over another in Stata?
@thedatahall
@thedatahall 6 ай бұрын
U can do line graphs, like one line over another
@MOHDZAID-pj7hi
@MOHDZAID-pj7hi 6 ай бұрын
great video ..thank you for explaining it so lucidly. i am running an event study to check the impact of CEO change on stock prices. i have put everything according to your format but on running the command i am getting the following error- "variable date does not uniquely identify observations in the using data." how this error can be rectified. Please help
@francislelievre6092
@francislelievre6092 3 ай бұрын
I have the same problem
@thedatahall
@thedatahall 3 ай бұрын
Please email me at [email protected]
@francislelievre6092
@francislelievre6092 3 ай бұрын
@@thedatahall I found the problem! Strangely when I was making changes to the dofile, I was making sure to save the stata document, but it was always asking me to change name. So by doing that, it was droping the use event_data.dta, clear. But as soon as I did it and the run the program it worked
@debanjandas7006
@debanjandas7006 6 ай бұрын
Can we include both regression and panel regression in the same output table in stata?
@thedatahall
@thedatahall 6 ай бұрын
Yes u can
@debanjandas7006
@debanjandas7006 6 ай бұрын
@@thedatahall can you show it?
@thedatahall
@thedatahall 6 ай бұрын
Search for outreg2 command on my channel. There is already a video explaining the process
@debanjandas7006
@debanjandas7006 6 ай бұрын
I need to store the estimates of various model and show in the horizontal row while dependent variable needs to show in the column. Can it be done?
@najmehmoradi5122
@najmehmoradi5122 6 ай бұрын
It's really hard to find a word to show my appreciation. Great explanation and insightful. Thank you!
@thedatahall
@thedatahall 6 ай бұрын
Thanks. Keep sharing
@adriennesmith3654
@adriennesmith3654 6 ай бұрын
This was helpful - thank you!
@thedatahall
@thedatahall 6 ай бұрын
Keep sharing