AW: st: Testing for differences

["Marc Michelsen" <marcmichelsen@t-online.de>]

Maarten,

thanks for this. Would that be a multinomial logistic regression as the rating outlook has the three values "positive, negative, stable"?

Regards
Marc

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Maarten buis
Gesendet: Donnerstag, 28. Oktober 2010 15:25
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: Testing for differences

--- On Thu, 28/10/10, Marc Michelsen wrote:
> I looking for the appropriate statistic to test for
> differences in a rated company sample (panel data). The
> dataset comprises beside company financials, the rating
> category (e.g. AA, A, BBB) and the rating outlook
> (positive, negative, stable) per year. 
> 
> I want to test for differences in company characteristics
> between firms with a positive, negative, stable outlook.
> However, the comparison has to be done within a rating
> category.
>
> How can I replicate this in Stata? 

Sounds to me like a regression of a charateristic on rating
and outlook. Rating would than be a control variable. You 
might consider adding interaction terms between rating and
outlook.

> Or more general, what is this type of problem called in
> econometric terms?

Just regression.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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