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Re: st: suest after xtlogit
From
Taras Murzenkov <[email protected]>
To
[email protected]
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 <[email protected]>:
> 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 <[email protected]> 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:
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> * http://www.ats.ucla.edu/stat/stata/
*
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/