Bookmark and Share

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/


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