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.
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