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Coefficient Signing Programs ·
NOW IN GAUSS, MATLAB, STATA, and SAS!!!!!!!!!!!!!!!!! ·
This page contains a user
friendly version of the program that Tim Erickson and I used in our
paper on signing regression coefficients in the errors-in-variables model.
(Finance Research Letters, 2005.) ·
The program was originally written in GAUSS, but I have
also translated it into MATLAB. The two versions give identical answers when
applied to the same data set. ·
They are really easy to use and
very simple. ·
Please download and read the accompanying instructions
before you attempt to use the program. ·
I offer no guarantee for the program, but it has been
debugged thoroughly. |