Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Testing for differences

From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: Testing for differences
Date   Thu, 28 Oct 2010 14:25:13 +0100 (BST)

--- 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

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

Just regression.

Hope this helps,

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


*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index