Hi, I'm a novice in SAS. I have downloaded monthly stock data for AMEX from CRSP. The queries I selected are PERMNO, DATE, EXCHCD, PRC, RET, SHROUT and EWRETD. I want to perform regression analysis of a single stock return on market return using Model statement. I just don't know which variable out of these is the market return. Is it EWRETD or the average of EWRETD of all stocks in AMEX? or is there another formula? Please help. Thanks
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