Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Breaks in ordered probit model
From
Erik Berwart <[email protected]>
To
[email protected]
Subject
st: Breaks in ordered probit model
Date
Mon, 31 Jan 2011 17:49:53 +0000
I have a panel data of credit rating changes for almost 10 years.
because of the ordered nature of credit rating changes I used an ordered probit model to regress the credit rating changes.
I suspect that the coefficients of the regression changes through time. I wonder if there is some test to be certain of my intuition?
If it does exist, how can I perform that test?
Regards,
Erik Berwart
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/