Code: Select all
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.918998992
R Square 0.844559147
Adjusted R Square 83.8%
Standard Error 0.016734114
Observations 94
ANOVA
df SS MS F Significance F
Regression 4 0.13541299 0.033853248 120.8912625 4.08362E-35
Residual 89 0.02492272 0.000280031
Total 93 0.16033571
Coefficients Standard Error t Stat P-value
Intercept 0.49% 0.00156481 3.114167288 0.25%
SMB 0.078908101 0.048220136 1.636413884 10.53%
HML -0.083405428 0.039201937 -2.127584361 3.61%
WML -0.132884557 0.030054328 -4.4214783 0.00%
70% India 30% USA Minus RF 0.892777286 0.07200324 12.39912652 0.00%
Code: Select all
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.704712899
R Square 0.49662027
Adjusted R Square 50%
Standard Error 0.005459587
Observations 1928
ANOVA
df SS MS F Significance F
Regression 4 0.056549346 0.014137336 474.2944151 1.1288E-284
Residual 1923 0.057319035 2.98071E-05
Total 1927 0.113868381
Coefficients Standard Error t Stat P-value
Intercept 0.02% 0.000102977 2.371487639 1.78%
SMB 0.124288777 0.02670111 4.654816873 0.00%
HML 0.052914661 0.018226336 2.903197921 0.37%
WML -0.003336562 0.019884054 -0.167800906 86.68%
70% India 30% USA Minus RF 0.634035625 0.037499927 16.90764944 0.00%