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From |
"Richard Harvey" <[email protected]> |

To |
[email protected] |

Subject |
st: predictive regression with mutiple dependent variable |

Date |
Wed, 24 Sep 2008 11:36:43 +0100 |

Hi all, I am trying to build a model for predicting the probability of a firm falling into either one of four seperate classes (the dependent variable) using several independent variables. Lets say the groups are G B U and S. now the independet variables consists of 1. a variable which can take a value of 1 to 5. This variable is created by sorting all the units based on this variable and putting then into quintiles.So this number represents the quintile it belongs to. 2. is similar to variable 1, can take of 1 to 5, this is created on quintiles of another measure 3. represents the industry (there are 5 broad industry groupings) 4. 3 other continous variables 5. Some of the variables in 3 may have been affected by the state of the economy during ceratin periods. So time or state of economy should somehow be factored in. But i am not sure how a varaible for year will work in the context of a prediction model. I suppose it will then have to be a variable representing the state of the economy. and the rest are all continous variables What model should i be looking at? -- thanks for your time rich * * 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/

**Follow-Ups**:**st: RE: predictive regression with mutiple dependent variable***From:*"Martin Weiss" <[email protected]>

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