Hello STATA community,

This is both a methodological question and a programming question, for which I apologize a bit in advance. Perhaps the Statalist community can help me with both.

I have a database (Base A) in which I observe defaults (so, a vector of 0/1s), with corresponding (explanatory) financial data. I have another similar database (Base B) in which I observe the same regressors, except I do not know whether the firm has defaulted or not; i.e., I only have the financial data.

I was curious how I might go about applying my estimates derived from my Base A logit to say something about the probability of default of my firms in B.

From a programming perspective, is there a convenient way to do this in STATA? And, I suppose from a methodological perspective, how would I go about knowing if this is econometrically sound? I assume the two series have to be similar in certain ways (similar variance, etc).

Thank you so much for your help, and my apologies if this has been answered elsewhere. I did my best to poke around first.

John