我想将超出行范围的旋转文本换行。我想修复的行如下所示：
\parbox[t]{2mm}{\multirow{3}{*}{\rotatebox[origin=c]{90}{Summary of the monthly returns for the portfolios}}}
请帮忙。谢谢。
\documentclass[11pt]{article}
\usepackage{setspace,amssymb,amsmath}
\usepackage[tablename=TABLE,labelsep=newline,
aboveskip=0pt,font=bf,justification=centering]{caption}
\usepackage{booktabs,tabularx}
\usepackage[margin=1in]{geometry}
\usepackage[autostyle]{csquotes}
\usepackage[table]{xcolor}
\usepackage{multirow}
\usepackage{array}
\usepackage{graphicx}
\newcolumntype{Y}{>{\centering\arraybackslash}X}
\newcommand{\gmc}[3]{\multicolumn{#1}{@{}#2@{}}{#3}}
\doublespacing
\begin{document}
\newpage
\begingroup % keep any font size changes local to group
%\setlength\tabcolsep{2pt} % default value: 6pt
\captionof{table}{Portfolio-Level Investment Analysis: Future Risk-Adjusted REIT Returns for Portfolios Constructed by Quarterly Sort on Regional Accounting Profitability Changes}
\singlespacing
\footnotesize
\setlength\tabcolsep{6pt} %default
\renewcommand{\arraystretch}{1.2}
\begin{tabularx}{\linewidth}{@{}*{8}{Y}@{}}
\toprule
Portfolio: & & Portfolio Alpha& MKTRF& SMB &HML& UMD & Adj. $R^2$ \\\midrule
1 (Lowest) & Coefficient& -0.0004 &0.770& 0.510& 0.811& -0.175& 0.659\\
&t-statistic& -1.800& 11.457& 5.945& 9.471& -3.395 \\
2& Coefficient& 0.0036& 0.759& 0.466& 0.709& -0.054& 0.626\\
&t-statistic& 1.343& 11.522& 5.102& 8.419& -1.063 \\
3& Coefficient& 0.0041& 0.676& 0.671& 0.809& -0.265& 0.604\\
&t-statistic& 1.302& 8.588& 6.146& 8.030& -4.367 \\
4& Coefficient& 0.0031& 0.760& 0.530& 0.872& -0.183& 0.595\\
&t-statistic& 0.961& 9.681& 5.281& 8.720& -3.047 \\
5 (Highest)& Coefficient& 0.0068& 0.614& 0.642& 0.778& -0.220& 0.571\\
&t-statistic& 2.810& 7.957& 5.999& 7.876& -3.694 \\\hline
\parbox[t]{2mm}{\multirow{3}{*}{\rotatebox[origin=c]{90}{Summary of the monthly returns for the portfolios}}} & High minus low return& 0.0072 \\
&t-statistic& \cellcolor{gray!25}\textbf{6.036} \\\cmidrule(l){2-3}
&Hedge return for a zero-cost investment portfolio& 0.0072 \\
&t-statistic& \cellcolor{gray!25}\textbf{3.080} \\\cmidrule(l){2-3}
&Trend& 0.0014 \\
&t-statistic& 2.800 \\
&Adjusted $R^2$ & 0.631\\
\end{tabularx}
\footnotesize \hrule \medskip
Notes: The table reports results from the portfolio-level investment strategy of future REIT stock returns for portfolios constructed by quarterly sorting on regional accounting profitability changes. Abnormal returns are the intercepts (i.e., alphas) from monthly time-series regressions of future excess returns for the portfolios conditioned on past geographic accounting information. In particular, I estimate a time-series model at the portfolio level to obtain portfolio intercepts, as described in Equation (6). To test for abnormal hedge returns, I construct a zero-cost investment portfolio that longs the portfolio with the sharpest regional accounting profitability increase (highest portfolio) and shorts the portfolio with the sharpest regional accounting profitability decrease (lowest portfolio). I then regress the zero-cost portfolio’s returns on the same-period factor returns. Raw stock returns are from the CRSP Monthly Stock File, adjusted for delisting returns. The risk-free rate and Fama-French-Carhart factors are from the Fama-French Portfolios and Factors dataset available on WRDS. Accounting data are from Compustat North America Fundamentals Quarterly. To ensure the feasibility of investing in REITs when housing data exist across all regions, this analysis employs quarterly observations for which there are real estate index data for all regions. Accordingly, this analysis uses quarterly data beginning in Q4:1999, because the first month for which real estate regional data are available for all regions is January 2000 (the last region for which data are available is Dallas, TX). The sample consists of U.S. stocks in the intersection of CRSP and Compustat with data available to calculate quarterly changes to regional accounting profitability, with quarterly profitability changes beginning Q4:1999, and with future stock returns available as of March 2015. Because the analyses require future returns, the investment construction quarters are Q4:1999-Q2:2014, with monthly stock returns beginning in March 2000 (one month after all regional profitability changes are available) and ending in November 2014 (last of the three months of stock returns-for September, October, and November-for investing based on the Q2:2014 regional accounting indices available in middle of August 2014).
\medskip
\hrule
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\end{document}
答案1
根据我的经验，读者真的不喜欢不得不伸长脖子才能读到旋转的内容——尤其是当只有一两行被旋转时。对于手头的表格，似乎没有必要旋转字符串“投资组合每月收益摘要”。将其排版为正常（即非旋转）标题似乎没问题。
我建议您排版第 3 至第 8 列的数字，以便 (a) 它们与各自的小数点对齐，并且 (b) 负数以印刷减号而不是简单的“破折号”。实现此目的的一种方法是加载希尼奇包，并将该包的S列类型用于相关列。另外，我也会努力不过度强调：使用粗体或阴影来吸引对关键单元格的注意——但不要同时使用这两种方法。
\documentclass[11pt]{article}
\usepackage{setspace,amssymb,amsmath}
\usepackage[tablename=TABLE,labelsep=newline,
aboveskip=0pt,font=bf,justification=Centering,
skip=0.5\baselineskip]{caption}
\usepackage{booktabs,tabularx}
\usepackage[margin=1in]{geometry}
\usepackage[autostyle]{csquotes}
\usepackage[table]{xcolor}
\usepackage{array,graphicx,siunitx,ragged2e}
\newcolumntype{Y}{>{\centering\arraybackslash}X}
\newcommand{\gmc}[3]{\multicolumn{#1}{@{}#2@{}}{#3}}
\doublespacing
\begin{document}
\begin{table}[p!]
\singlespacing
\footnotesize
\renewcommand{\arraystretch}{1.2}
\caption{Portfolio-Level Investment Analysis: Future Risk-Adjusted REIT
Returns for Portfolios Constructed by Quarterly Sort on Regional
Accounting Profitability Changes}
\begin{tabularx}{\linewidth}{@{} ll S[table-format=-1.4]
S[table-format=2.3] YY S[table-format=-1.3] Y @{}}
\toprule
Portfolio &
& \multicolumn{1}{Y}{Portfolio Alpha}
& \multicolumn{1}{Y}{MKTRF}& SMB &HML
& \multicolumn{1}{Y}{UMD} & Adj.\ $R^2$ \\
\midrule
1 (Lowest) & Coefficient& -0.0004 &0.770& 0.510& 0.811& -0.175& 0.659\\
&t-statistic& -1.800& 11.457& 5.945& 9.471& -3.395 \\
2& Coefficient& 0.0036& 0.759& 0.466& 0.709& -0.054& 0.626\\
&t-statistic& 1.343& 11.522& 5.102& 8.419& -1.063 \\
3& Coefficient& 0.0041& 0.676& 0.671& 0.809& -0.265& 0.604\\
&t-statistic& 1.302& 8.588& 6.146& 8.030& -4.367 \\
4& Coefficient& 0.0031& 0.760& 0.530& 0.872& -0.183& 0.595\\
&t-statistic& 0.961& 9.681& 5.281& 8.720& -3.047 \\
5 (Highest)& Coefficient& 0.0068& 0.614& 0.642& 0.778& -0.220& 0.571\\
&t-statistic& 2.810& 7.957& 5.999& 7.876& -3.694 \\
\midrule
\addlinespace
\multicolumn{8}{@{}l@{}}{Summary of monthly portfolio returns} \\[1ex]
\multicolumn{8}{@{}l@{}}{High minus low return}\\
&Coefficient & 0.0072 \\
&t-statistic & \cellcolor{gray!25} 6.036 \\
\addlinespace
\multicolumn{8}{@{}l@{}}{Hedge return for a zero-cost investment portfolio} \\
&Coefficient & 0.0072 \\
&t-statistic & \cellcolor{gray!25} 3.080 \\
\addlinespace
Trend
&Coefficient & 0.0014 \\
&t-statistic & 2.800 \\[1ex]
&Adj.\ $R^2$ & 0.631 \\
\bottomrule
\end{tabularx}
\medskip
Notes: The table reports results from the portfolio-level investment strategy of future REIT stock returns for portfolios constructed by quarterly sorting on regional accounting profitability changes. Abnormal returns are the intercepts (i.e., alphas) from monthly time-series regressions of future excess returns for the portfolios conditioned on past geographic accounting information. In particular, I estimate a time-series model at the portfolio level to obtain portfolio intercepts, as described in Equation (6). To test for abnormal hedge returns, I construct a zero-cost investment portfolio that longs the portfolio with the sharpest regional accounting profitability increase (highest portfolio) and shorts the portfolio with the sharpest regional accounting profitability decrease (lowest portfolio). I then regress the zero-cost portfolio's returns on the same-period factor returns. Raw stock returns are from the CRSP Monthly Stock File, adjusted for delisting returns. The risk-free rate and Fama-French-Carhart factors are from the Fama-French Portfolios and Factors dataset available on WRDS\@. Accounting data are from Compustat North America Fundamentals Quarterly. To ensure the feasibility of investing in REITs when housing data exist across all regions, this analysis employs quarterly observations for which there are real estate index data for all regions. Accordingly, this analysis uses quarterly data beginning in Q4:1999, because the first month for which real estate regional data are available for all regions is January 2000 (the last region for which data are available is Dallas,~TX)\@. The sample consists of U.S. stocks in the intersection of CRSP and Compustat with data available to calculate quarterly changes to regional accounting profitability, with quarterly profitability changes beginning Q4:1999, and with future stock returns available as of March 2015. Because the analyses require future returns, the investment construction quarters are Q4:1999--Q2:2014, with monthly stock returns beginning in March 2000 (one month after all regional profitability changes are available) and ending in November 2014 (last of the three months of stock returns---for September, October, and November---for investing based on the Q2:2014 regional accounting indices available in middle of August 2014).
\end{table}
\end{document}