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| From | Taras Murzenkov <murzenkovtn@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: suest after xtlogit |
| Date | Wed, 18 Apr 2012 10:33:59 +0400 |
Thank you very much for your reply! Would you explaine me what does this mean: > i.before##(c.collgrad c.ln_wage i.south) ? 2012/4/18 Jorge Eduardo Pérez Pérez <perez.jorge@ur.edu.co>: > You do not need -suest- to test for differences between two periods in > this setting. Estimate a joint model with interactions of the dummy > that separates the periods and the explanatory variables, then do a > joint test of the significance of the interactions. > > webuse nlswork, clear > xtset idcode year > gen before=year<=80 > xtlogit union i.before##(c.collgrad c.ln_wage i.south) > testparm before#c.collgrad before#c.ln_wage before#south > > > > _______________________ > Jorge Eduardo Pérez Pérez > > > > On Tue, Apr 17, 2012 at 4:32 PM, Taras Murzenkov <murzenkovtn@gmail.com> wrote: >> Hello! >> >> I am estimating default probabilites using xtlogit with random effect. >> I'd like to test hypothesis whether there is any structural changes in >> my sample. For this reason I'v devided my sample into 2 non >> overlapping sub sample: before specific date and after specific date. >> Then, I've estimated model on this two subsamples and stored results. >> Basicly, what I've done: >> >> xtlogit perfom SK_CA_lag1 SK_CA2_lag1 Z LA_CA_lag1 PZS_CA_lag1 >> lnCA_lag1 if !(crisis)//perfom binary variable, 0 for defaulted firm >> est store after_crisis >> >> xtlogit perfom SK_CA_lag1 SK_CA2_lag1 Z LA_CA_lag1 PZS_CA_lag1 >> lnCA_lag1 if crisis >> est store before_crisis >> >> suest before_crisis after_crysis //I've recieved the error message >> "unable to generate scores for model before_crisis. suest requires >> that predict allow the score option" >> >> Would you be so kind to tell me how to solve this problem? Thank you in advance! >> * >> * 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/ >> >> > > > * > * 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/ * * 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/