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st: suest after xtlogit


From   Taras Murzenkov <murzenkovtn@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: suest after xtlogit
Date   Wed, 18 Apr 2012 00:32:42 +0400

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!
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