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JoostImpink/hayn_4_table_4b_assignment.sas

Created May 17, 2016 14:16
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Hayn 1995 replicate table 4b assignment
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hayn_4_table_4b_assignment.sas
proc sort data=g_sample_wins; by gvkey;run;
proc reg data= g_sample_wins;
model ret = e_p ;
ods output ParameterEstimates = regout_1a FitStatistics = regout_1b;
/* adding by gvkey will result in separate regressions for each firm */
by gvkey;
quit;
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