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Incorrect T-Stats in FamaMacBeth.py #27

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Liam3851 opened this issue Jan 3, 2011 · 1 comment
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Incorrect T-Stats in FamaMacBeth.py #27

Liam3851 opened this issue Jan 3, 2011 · 1 comment

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@Liam3851
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Liam3851 commented Jan 3, 2011

Small bug in the FamaMacBeth class at lines 105-106-- the printed form of the regression results gives the STD twice, rather than the t-stat:

std_beta = self._results['std_beta'][i]
t_stat = self._results['std_beta'][i]

Last one should be t_stat instead of std_beta the second time.

@wesm
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wesm commented Feb 20, 2011

fixed in git HEAD

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