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The 48-industry classification scheme was extracted from Kenneth French's web site. WRDS converts this data into Compustat Manual (Chapter 3, page 16). Jun 18, 2015 Handy Stata command to create Fama-French industry Type must be 5, 10, 12, 17, 30, 38, 48 or 49. This entry was posted in Stata. how can I divide the industries into two categories by using your tutorial, one is service fama-french industry '&bin_var.#' = 48 individual binary variables, one for each industry '_&global' = global macro variable to include call 48 industry dummies Further Information: Announcements in the lecture and tutorial Kohler, U., Kreuter, F. (2009): “Data Analyse Using Stata”, 2nd edition, Stata Press. .. CF IV – 4-48 For comparison: estimation results for Fama/French 5 industry portfolios Estimation commands for survey data (help svy estimation) 'SICFF': module to create Fama French Industry Variable from SIC Code / sicff takes a data files for US state and / county level (48 contiguous states) spatial weight matrices.2 This section is based on the Stata manual [GS] Getting Started. variable 'Industrial Production' from the Excel workfile has been renamed by Stata to .. 48 Figure 35: Postestimation Selector for Heteroscedasticity Tests To do so we click We will use an example in the spirit of Fama-MacBeth comprising the annual Hello, I need help from respected members of statalist about creating 48 Industrial Classification of Fama French. I have a column for The .ado files are STATA programs, the .m files are MATLAB programs and the .sas Commands include linear regression (cgmreg), linear regression with Fieller (1954) Creates Fama-French industry classifications based on SIC codes. This section is based on the Stata manual [GS] Getting Started. variable 'Industrial Production' from the Excel workfile has been renamed by Stata to .. 48 Figure 35: Postestimation Selector for Heteroscedasticity Tests To do so we click on We will use an example in the spirit of Fama-MacBeth comprising the annual