I am running a regresssion on Fama and French 4 factor model in R. I need the Intercept(Alpha) not per month, but per year. When I multiply the Intercept by 12, should I do the same with the t value? Does my Standard error of Alpha changes? Does my p value of Alpha changes?(In this case, I think not)
When I multiply my Intercept in a multiple linear regression, what is the effect on t value and Standard error?
83 Views Asked by nvlade At
1
There are 1 best solutions below
Related Questions in R
- Add additional fields to Linq group by
- couldn't copy pdb file to another directory while consuming wcf web service
- Why are the aliases for string and object in lowercase?
- WPF MessageBox Cancel checkbox check
- Resolve object using DI container with object instance
- Creating a parametrized field name for a SELECT clause
- Does compiler optimize operation on const variable and literal const number?
- Get data from one form to another form in C#
- Writing/Overwriting to specific XML file from ASP.NET code behind
- Deleting Orphans with Fluent NHibernate
Related Questions in INTERCEPT
- Add additional fields to Linq group by
- couldn't copy pdb file to another directory while consuming wcf web service
- Why are the aliases for string and object in lowercase?
- WPF MessageBox Cancel checkbox check
- Resolve object using DI container with object instance
- Creating a parametrized field name for a SELECT clause
- Does compiler optimize operation on const variable and literal const number?
- Get data from one form to another form in C#
- Writing/Overwriting to specific XML file from ASP.NET code behind
- Deleting Orphans with Fluent NHibernate
Related Questions in TVALUE
- Add additional fields to Linq group by
- couldn't copy pdb file to another directory while consuming wcf web service
- Why are the aliases for string and object in lowercase?
- WPF MessageBox Cancel checkbox check
- Resolve object using DI container with object instance
- Creating a parametrized field name for a SELECT clause
- Does compiler optimize operation on const variable and literal const number?
- Get data from one form to another form in C#
- Writing/Overwriting to specific XML file from ASP.NET code behind
- Deleting Orphans with Fluent NHibernate
Trending Questions
- UIImageView Frame Doesn't Reflect Constraints
- Is it possible to use adb commands to click on a view by finding its ID?
- How to create a new web character symbol recognizable by html/javascript?
- Why isn't my CSS3 animation smooth in Google Chrome (but very smooth on other browsers)?
- Heap Gives Page Fault
- Connect ffmpeg to Visual Studio 2008
- Both Object- and ValueAnimator jumps when Duration is set above API LvL 24
- How to avoid default initialization of objects in std::vector?
- second argument of the command line arguments in a format other than char** argv or char* argv[]
- How to improve efficiency of algorithm which generates next lexicographic permutation?
- Navigating to the another actvity app getting crash in android
- How to read the particular message format in android and store in sqlite database?
- Resetting inventory status after order is cancelled
- Efficiently compute powers of X in SSE/AVX
- Insert into an external database using ajax and php : POST 500 (Internal Server Error)
Popular # Hahtags
Popular Questions
- How do I undo the most recent local commits in Git?
- How can I remove a specific item from an array in JavaScript?
- How do I delete a Git branch locally and remotely?
- Find all files containing a specific text (string) on Linux?
- How do I revert a Git repository to a previous commit?
- How do I create an HTML button that acts like a link?
- How do I check out a remote Git branch?
- How do I force "git pull" to overwrite local files?
- How do I list all files of a directory?
- How to check whether a string contains a substring in JavaScript?
- How do I redirect to another webpage?
- How can I iterate over rows in a Pandas DataFrame?
- How do I convert a String to an int in Java?
- Does Python have a string 'contains' substring method?
- How do I check if a string contains a specific word?
No you don't need to recalculate the p-stat. While the formulae to calculate the test statistic for alpha depends on the magnitude for the estimated parameter alpha, scaling the alpha by 12 would also scale the SE by 12 because in effect your scaling all your data by 12.
See here for confirmation: http://www2.kobe-u.ac.jp/~kawabat/ch06.pdf