data_mvord_panel: Simulated panel of credit ratings

In mvord: Multivariate Ordinal Regression Models

Description

A simulated data set where one rater assigns ratings over the years 2001 to 2010 for a set of firms. The IDs for each subject i of the n = 1000 firms are stored in the column firm_id. The year of the rating observation is stored in the column year. The ordinal ratings are provided in the column rating and all the covariates in the remaining columns.

Usage

data(data_mvord_panel)

Format

A data frame with 10000 rows and 9 variables

Details

• firm_id firm index

• year year index (2001 - 2010)

• rating ordinal credit ratings

• X1 covariate X1

• X2 covariate X2

• X3 covariate X3

• X4 covariate X4

• X5 covariate X5

• X6 covariate X6 (factor)

mvord documentation built on March 17, 2021, 5:08 p.m.