I saw these topics and sure they help a lot,
Resize longtable to width of landscape page
How to fit landscape multi-page table to textwidth
But still it does not fix my problem for some reason. I am having this table
\begin{landscape}
\setlength\LTcapwidth{\textwidth} % default: 4in (rather less than \textwidth...)
\setlength\LTleft{0pt} % default: \parindent
\setlength\LTright{0pt} % default: \fill
\begin{longtable}{@{\extracolsep{\fill}}|*{19}{c|}}
\caption[Multinomial logistic regression results for daily data of the major Eurozone, the US and the UK market indices, January, 1, 2005, to 20, July, 2012]{Multinomial logistic regression results for daily data of the major Eurozone, the US and the UK market indices, January, 1, 2005, to 20, July, 2012.} \label{grid_mlmmh} \\
& & \multicolumn{6}{l}{Bottom tails} & & & \multicolumn{6}{l}{Top tails} &
\\
\cmidrule{2-9} \cmidrule{11-18} % 2 orizonties grammes aristera kai deksia
\\
& \multicolumn{3}{l}{(1)} & \multicolumn{3}{l}{(2)} & \multicolumn{3}{l}{(3)} & \multicolumn{3}{l}{(4)} & \multicolumn{3}{l}{(5)} & \multicolumn{3}{l}{(6)}
\\
\cmidrule{2-3} \cmidrule{5-6} \cmidrule{8-9} \cmidrule{11-12} \cmidrule{14-15} \cmidrule{17-18}% 2 orizonties grammes aristera kai deksia \\
& Coeff & $\Delta$Prob & & Coeff & $\Delta$Prob & & Coeff & $\Delta$Prob & & Coeff & $\Delta$Prob & & Coeff & $\Delta$Prob & & Coeff & $\Delta$Prob \\
\endfirsthead
\multicolumn{3}{c}%
{{\bfseries \tablename\ \thetable{} -- continued from previous page}} \\
& & \multicolumn{6}{l}{Bottom tails} & & & \multicolumn{6}{l}{Top tails} &
\\
\cmidrule{2-9} \cmidrule{11-18} % 2 orizonties grammes aristera kai deksia
\\
& \multicolumn{3}{l}{(1)} & \multicolumn{3}{l}{(2)} & \multicolumn{3}{l}{(3)} & \multicolumn{3}{l}{(4)} & \multicolumn{3}{l}{(5)} & \multicolumn{3}{l}{(6)}
\\
\cmidrule{2-3} \cmidrule{5-6} \cmidrule{8-9} \cmidrule{11-12} \cmidrule{14-15} \cmidrule{17-18}% 2 orizonties grammes aristera kai deksia \\
& & & Coeff & $\Delta$Prob & Coeff & $\Delta$Prob & Coeff & $\Delta$Prob & Coeff & $\Delta$Prob & Coeff & $\Delta$Prob & Coeff & $\Delta$Prob \\
\endhead
\hline \multicolumn{3}{|r|}{{Continued on next page}} \\ \hline
\endfoot
\hline \hline
\endlastfoot
\midrule
PIIGS \\
$\beta_{01}$(constant) & 100 & 0.8 & & 0.021 & 0.018 & & 0.043 & 0.146 & & 0.074 & 0.427 & & 0.019 & 0.427 & & 0.019 & 0.427 \\
Log-likelihood
\\
$Pseudo-R^{2}$ \\ \\
Non-PIIGS \\
$\beta_{01}$(constant) & 100 & 0.8 & 0.021 & 0.018 & 0.043 & 0.146 & 0.074 & 0.427 & 0.019 & 0.427 & & 0.019 & 0.427 \\
\\
$Pseudo-R^{2}$ \\ \\
\end{longtable}
\end{landscape}
and it gets off the page all the time. Also, the first "\delta Prob" column on the left gets bigger than the rest all the time.. Can you please help me fitting this table to page width and also ensure that all columns have the same size? I am probably doing something very wrong!
Thank you!


{}button in the editor to mark up code sections so they are highlighted with lines preserved (it just indents by four spaces. You can also markup inline fragments with backticks like this\delta. I have edited your question this time:-) – David Carlisle Jul 24 '12 at 09:49