How to summarize regression results properly

[Tim_sas_]

Hello,

I face a problem with my regression outputs/forecasts and would be very glad if someone would be willed to help me out.

My procedure: I have run several pooled cross-sectional regressions across various firms (variable gvkey), i.e. I regressed earnings (earn) on lagged earnings using data from 1990-2000 (houfyears). Then I could use the regression coefficients (i.e. intercept, earn_coef and negE_coef, the latter is a dummy) to make a forecast for the year 2001 (Forecast_nextyear). I repeated this procedure several times by always "rolling" one year forward, i.e. I used in a next step data from 1991-2001 to estimate the coefficients and calculate a forecast for 2002. Then I used data from 1992-2002 to make a forecast for 2003.

My problem is now as follows: I would like to summarize my findings in one comprehensive table (on the basis of an academic paper). The table (please see below) should first report the average coefficients for each variable. That's okay. Second, this table should report the comprehensive t-stat and the R-squared of the regression. My problem is that I have various t-stat (because I conducted several regressions) and also several R^2s and I do not know how to summarize this properly. It's more about the mathematical procedure (less about how to set up and format this table).

If someone has an idea it would be great and really helpful. If you need any additional information just let me know.

Many thanks,

Tim

[ChrisNZ]

Moved to stats community where you are more likely to get a reply.