Xiaoqu,
If you are using -pweight- I guess you have got sample survey data, so there is a high chance of it being heteroscedastic. In this case you should be using Wald rather than LR-type tests, so trying to run it off the SSE of two separate models (even if available) wouldn't be a good idea.
I am puzzled why it is proving hard to use xi: with the pooling dummy interacted with each variable. I have done this with models with more than 50 variables and Stata has coped just fine.
John
<<< "Jennifer Ng" <[email protected]> 11/13 6:48p >>>
Hi,
For the chow test, may be you can run the regression for those two groups
separately and then use their SSR to calculate the F-value.
Jennifer
-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of Xiaoqu Luo
Sent: Tuesday, November 12, 2002 9:29 PM
To: [email protected]
Subject: st: Chow Test and SSE when using "pweight"
Is there any easy way in STATA to do a Chow Test (when run the same
regression model for two groups, test the difference between the
coefficients for the same independent variable)? I know that I can use
interaction terms with the pooled model but there are many independent
variables and this is not very easy to do. In addition, when I use "pweight"
option with "regress" commond, I cannot get the small table for the summary
of the errors (such as SSE, MSE, etc.). How can I get this table, or I
cannot get them by using "pweight"? A bit confused.
Thanks a lot for your help!
Xiaoqu Luo
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