topic Re: How to Save the intercept of many analyses (for bachelor project) in Discussions

How to Save the intercept of many analyses (for bachelor project)

Matajas — Fri, 09 Jun 2023 01:00:17 GMT

Dear community!

I'm currently working on my bachelor's project which examines the performance of mutual funds here in Denmark. As you might know, when you look at the performance of mutual funds, you are interested in whether the fund has beaten its benchmark or not. To comment on this, you look at Alphas, which is the intercept of a regression analysis. So far, me and my partner have written the intercept manually into an Excel file one by one but this is taking way too much time. (we still need to do 7000 more). Is there a way to save the intercept for multiple analyses at the same time? I might have 100 y variables explained by 4 factors, and I want to save the intercepts of the 100 analyses instead of having to write them down one by one. Is this possible?

Thank you very much!

Re: How to Save the intercept of many analyses (for bachelor project)

txnelson — Wed, 05 Apr 2023 21:49:04 GMT

If you are using the Fit Y by X, Bivariate Platform, you can easily output all of the slopes into a single data table for all of regressions.

Simply right click on one of the Parameter Estimates tables, and select Make Combined Data Table.

The "Make Combined Data Table" is a system wide JMP feature, so if you are using the Fit Model platform to get your slopes, you can use the same method to get the estimates into a single data table from which you can cop/paste from.

Re: How to Save the intercept of many analyses (for bachelor project)

Matajas — Wed, 05 Apr 2023 23:00:15 GMT

Thank you so much!!!!!