ereturn list
scalars:
e(N) = 12243
e(df_m) = 3
e(df_r) = 12239
e(F) = 3891.964465565792
e(r2) = .4882268636125221
e(rmse) = .1127359136062756
e(mss) = 148.3934386029627
e(rss) = 155.5501779054769
e(r2_a) = .4881014187715087
e(ll) = 9352.82064277421
e(ll_0) = 5252.187899807587
e(rank) = 4
macros:
e(cmdline) : "regress ri_rf rm_rf SMB HML in 172145/184586 "
e(title) : "Linear regression"
e(marginsok) : "XB default"
e(vce) : "ols"
e(depvar) : "ri_rf"
e(cmd) : "regress"
e(properties) : "b V"
e(predict) : "regres_p"
e(model) : "ols"
e(estat_cmd) : "regress_estat"
matrices:
e(b) : 1 x 4
e(V) : 4 x 4