Good morning, first I apologize for my elementary post. I have been working with asdoc and asdocx for only a short time and this is my first post.
I want to create a table for several variable i.e. Face Value, Spread, Monthly Return, Effec Bid-ask, where I report the mean (for Fannie Mae in one col), mean for Freddie Mac in one col, the unequal t-test value, the p-value for that test, the wilcox rank sum, and the results from the median test. showing the p-values and significance *****. I didn’t see an upload option so I will show you what I would like the output to look like.
Variable Fannie Freddie t-test t-test Wilcox Rank Sum Median Test
Mean Mean t-stat p-value p-value p-value
FaceValue
spread
Bond Maturity
Monthly Return
Rolls Liquidity
MBS Index
If possible add significance ***
I was able to generate the t-test portion, however the output didn’t group by issuer it showed Fannie count, Freddie Count, Fannie Mean, Freddie Mean, difference, st. error, t-value, p-value. How can I reformat the output and add the Wilcox Rank sum and the Median tests, the non-parametric tests.
thanks
