Coefficient Signing Programs

    This page contains user friendly versions 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 it has been translated into Matlab, Stata's MATA language, and SAS. They are really easy to use. Please download and read the accompanying instructions before you attempt to use the program.


    Instructions


    Signs Program in Gauss


    Signs Program in Matlab


    Signs Program in Stata's MATA Language


    Signs Program in SAS