Troubleshooting
Problem
I have a dataset which looks like this: ID Date return mrp hml smb umd 1 01/00 10 12 2 3 4 ... 1 12/05 6 4 1 2 3 2 01/00 11 12 2 3 4 ... 2 12/05 5 4 1 2 3 ... For every ID, I would like to run the following regression, which does not include a constant: : return = b1*mrp+b2*hml+b3*smb+b4*umd The coefficients should be written to the new variables betamrp, betahml, betasmb, betaumd. Moreover, I would like to have a predicted value for RETURN, based on the coefficints for the respective ID, saved as a new variable to every row in the data file. The final dataset should look similar to this: ID Date return mrp hml smb umd betamrp betahml betasmb betaumd preret 1 01/00 10 12 2 3 4 2 1 0.8 0.7 2 ... 1 12/05 6 4 1 2 3 2 1 0.8 0.7 -1 2 01/00 11 12 2 3 4 2.5 0.8 0.7 0.6 1 ... 2 12/05 5 4 1 2 3 2.5 0.8 0.7 0.6 -1 ... Please suggest a set of SPSS commands to perform these tasks.
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Historical Number
69095
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Document Information
Modified date:
16 April 2020
UID
swg21479022