how to calculate two-sided p-values associated with the alpha of each of the M funds?

2 views (last 30 days)
Linh Tran
Linh Tran on 4 Sep 2014
Commented: Star Strider on 4 Sep 2014
Hi
I have a sample of M funds. I have run regression command and have M of estimated alphas. Now I want to calculate t-statistics and p-values corresponding to those alphas. What should I do?
Thanks for your time. I am a very fresh user of Matlab and know almost nothing of it. Please help
  1 Comment
Star Strider
Star Strider on 4 Sep 2014
What exactly did you do in your regression analysis (please post relevant parts of your code, including the function you used), and what values did you get from it?

Sign in to comment.

Sign in to answer this question.

Answers (0)

Categories

Find more on Linear and Nonlinear Regression in Help Center and File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!