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RE: st: suest after xtlogit


From   "Lachenbruch, Peter" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: st: suest after xtlogit
Date   Wed, 18 Apr 2012 09:39:39 -0700

This can be answered in the stata manual on factor variaables.  Please read it 

________________________________________
From: [email protected] [[email protected]] On Behalf Of Taras Murzenkov [[email protected]]
Sent: Tuesday, April 17, 2012 11:33 PM
To: [email protected]
Subject: Re: st: suest after xtlogit

Thank you very much for your reply!

Would you explaine me what does this mean:

> i.before##(c.collgrad c.ln_wage i.south)

?

2012/4/18 Jorge Eduardo Pérez Pérez <[email protected]>:
> You do not need -suest- to test for differences between two periods in
> this setting. Estimate a joint model with interactions of the dummy
> that separates the periods and the explanatory variables, then do a
> joint test of the significance of the interactions.
>
> webuse nlswork, clear
> xtset idcode year
> gen before=year<=80
> xtlogit union i.before##(c.collgrad c.ln_wage i.south)
> testparm before#c.collgrad before#c.ln_wage before#south
>
>
>
> _______________________
> Jorge Eduardo Pérez Pérez
>
>
>
> On Tue, Apr 17, 2012 at 4:32 PM, Taras Murzenkov <[email protected]> wrote:
>> 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!
>> *
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>>
>
>
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