Skip to content

Incorrect T-Stats in FamaMacBeth.py #27

New issue

Have a question about this project? # for a free GitHub account to open an issue and contact its maintainers and the community.

#

By clicking “#”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? # to your account

Jump to bottom
Closed
Liam3851 opened this issue Jan 3, 2011 · 1 comment
Closed

Incorrect T-Stats in FamaMacBeth.py #27

Liam3851 opened this issue Jan 3, 2011 · 1 comment

Comments

@Liam3851
Copy link
Contributor

Liam3851 commented Jan 3, 2011

Small bug in the FamaMacBeth class at lines 105-106-- the printed form of the regression results gives the STD twice, rather than the t-stat:

std_beta = self._results['std_beta'][i]
t_stat = self._results['std_beta'][i]

Last one should be t_stat instead of std_beta the second time.
@wesm
Copy link
Member

wesm commented Feb 20, 2011

fixed in git HEAD

@gerigk gerigk mentioned this issue May 30, 2012
Closed
@jeffknupp jeffknupp mentioned this issue Jun 29, 2017
Closed
stijnvanhoey pushed a commit to stijnvanhoey/pandas that referenced this issue Dec 23, 2019
@jorisvandenbossche
Remove notebook table specific styling (included by nbsphinx) (pandas…
08174c2 
…-dev#27)
@burk burk mentioned this issue Nov 11, 2020
Closed
3 tasks
@omgMath omgMath mentioned this issue Aug 6, 2021
Closed
3 tasks
This issue was closed.
# for free to join this conversation on GitHub. Already have an account? # to comment
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
2 participants
@wesm @Liam3851