Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Breaks in ordered probit model
From
Maarten buis <[email protected]>
To
[email protected]
Subject
Re: st: Breaks in ordered probit model
Date
Mon, 31 Jan 2011 21:19:09 +0000 (GMT)
--- On Mon, 31/1/11, Erik Berwart wrote:
> I have a panel data of credit rating changes for almost 10 years.
> because of the ordered nature of credit rating changes I
> used an ordered probit model to regress the credit rating
> changes.
> I suspect that the coefficients of the regression changes
> through time. I wonder if there is some test to be certain
> of my intuition?
> If it does exist, how can I perform that test?
That is just an interaction with time. The factor variable
notation is very convenient for that purpose.
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
*
* 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/