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| 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! * * 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/