Figure 3 - Prediction for Moody’s
|
___________________________________3a - OLS____________________________ |
3b - Random effects estimation without country specific error | |||
|
Actual Aaa Aa1 Aa2 Aa3 A1 A2 A3 Baal Baa2 Baa3 Ba1 Ba2 Ba3 B1 B2 B3 ≤Caa1 |
Actual Aaa Aa1 Aa2 Aa3 A1 A2 A3 Baa1 Baa2 Baa3 Ba1 Ba2 Ba3 B1 B2 B3 ≤Caa1 | |||
|
Aaa Aa1 Aa2 Aa3 A1 A2 A3 φ Baal ⅛ Baa2 ∩~ Baa3 Ba1 Ba2 Ba3 B1 B2 B3 |
86 6 0 0 0 50 6 3 6 0 0 11 11 22 2 2 0 4 1 3 3 0 0 2 3 0 0 1 6 5 3 1 3 0 004 0 0 0 0 0 0 2 2 2 1 0 0 0 082 11 5 200 0 8 9 13 10 7 0 0 1 0 5 19 13 3 0 0 0 3 14 8 4 1 4 0 0 12 10 3 6 5 0 1 0 1 11 8 8 3 1 0 0 2 3 7 13 5 1 0 2 2 5 7 5 0 4 6 3 7 ______________________________________________0 13 11 |
Aaa Aa1 Aa2 Aa3 A1 A2 A3 φ Baa1 ⅛ Baa2 ∩~ Baa3 Ba1 Ba2 Ba3 B1 B2 B3 |
86 6 1 0 0 40 8 3 6 0 0 16 8 21 2 2 0 4 5 0 3 0 4 3 2 1 1 4 1 6 0 2 2 2 0 0005 1 2 0 0 0 0023 0 5 0 00 0 0 6 1 6 5 1 2 0 0 0 9 9 13 12 5 1 0 0 1 1 5 8 13 3 0 0 0 0 3 27 9 5140 0 0 8 9 6 7 8 1 1 0 104 4 753 0 0 1 4 7 5 6 6 0 0 0 1 6 9 3 6 0 0 0 5 4 10 ___________________________________________________________________0 0 2 3 8 | |
|
_____________________________________3c - Ordered Probit____________________________ |
___________________________3d - Random effects ordered Probit____________________ | |||
|
Actual Aaa Aa1 Aa2 Aa3 A1 A2 A3 Baa1 Baa2 Baa3 Ba1 Ba2 Ba3 B1 B2 B3 ≤Caa1 |
Actual Aaa Aa1 Aa2 Aa3 A1 A2 A3 Baa1 Baa2 Baa3 Ba1 Ba2 Ba3 B1 B2 B3 ≤Caa1 | |||
|
Aaa Aa1 Aa2 Aa3 A1 A2 A3 φ Baal ⅛ Baa2 ∩~ Baa3 Ba1 Ba2 Ba3 B1 B2 B3 |
139 15 2 6 0 0 3 1 14 110 4 36 11 1100 0 321 0 220 0 0 2 11 4 14 1 0 0 054 2 1 2 0 00 0 1 4 1 2 0 0 0 0 062 9 5 4100 06 10 13 53000 3 0 6 25 17 2 030 0 2 21 8 61400 0 25 1 7300 0 0 4 7 6 4 2 1 1 1 6 2 10 8 4 0 1 4 5 10 5 4 0 15 6 6 ______________________________________________________________________0 3 4 13 |
Aaa Aa1 Aa2 Aa3 A1 A2 A3 φ Baa1 ⅛ Baa2 ∩~ Baa3 Ba1 Ba2 Ba3 B1 B2 B3 |
139 15 5 6 0 3 7 14 110 0 0 8 1 1 0 4 5 2 2 1 4 3 0 0 120 5 6 45 3 0 0 0 0 1 4 1 0 0 0 0003 0 9 0 10 0 0 1 4 10 15 4 3 0 007 2 5 8 10 00 00 0 6 18 9403 0 0 0 19 14 5740 0 0 5 1 3 2 5 0 1 0 2 1 5 1 5 5 4 0 0 1 5 5 6 6 6 1 0 1 5 4 6 1 3 0 0 3 6 3 7 ______________________________________________________________0 0 5 5 13 | |
Note: observations above (below) the diagonal are predicted by the model above (below) the actual rating.
54
More intriguing information
1. The name is absent2. Performance - Complexity Comparison of Receivers for a LTE MIMO–OFDM System
3. The Role of State Trading Enterprises and Their Impact on Agricultural Development and Economic Growth in Developing Countries
4. Public infrastructure capital, scale economies and returns to variety
5. Bidding for Envy-Freeness: A Procedural Approach to n-Player Fair Division Problems
6. The effect of classroom diversity on tolerance and participation in England, Sweden and Germany
7. The name is absent
8. The name is absent
9. The name is absent
10. The name is absent