Since Black, Jensen, and Scholes (1972) and Fama and MacBeth (1973), the two-pass cross-sectional regression (CSR) methodology has become the most popular approach for estimating and testing asset ...

When expected returns are linear in asset characteristics, the stochastic discount factor (SDF) that prices individual stocks can be represented as a factor model with GLS cross-sectional regression ...

The following is a summary of “Associations Between Asthma and Life's Essential 8: A Cross-sectional Study,” published in the ...

It takes five arguments. df is stock-date panel. i is the variable name for stock (e.g. permno) and t is the name for date variable. formula is statsmodel formula, for example, formula = "ret ~ 1 + ...

In addition, and more importantly, the cross-sectional regression OLS parameters have a bias due to confounding country fixed effects. Technical adjustments and the use of fixed-effect models remove ...

This example highlights how to implement a Fama-MacBeth 2-stage regression to estimate factor risk premia, make inference on the risk premia, and test whether a linear factor model can explain a cross ...

All regression models were adjusted for education and lifestyle factors. Results In cross-sectional analysis, older age was associated with lower BMI, WC and WHtR, but higher WHR in both sexes.

The main analysis used random-effects Poisson regression for cross-sectional time series. Five sensitivity analyses examined changes in model specification. Results Mean practice-level rates of A&E ...

Hierarchical regression analysis was used to examine the association ... However, the study has certain weaknesses. Firstly, the cross-sectional design hindered the stability of the results from the ...