Re: st: lrtest for reduced set of observations???

[Buzz Burhans <wsb2@cornell.edu>]

Vince,

Thank you very much for your clearly articulated response.  I very much 
appreciate it.   As it was, I was doing a similar process using an 
indicator variable, but I was omitting the interactions of other regressors 
with the indicator.  Now that you've described it, the need for the 
interactions makes sense.

Thanks again

Buzz

At 10:18 AM 10/9/2003 -0500, you wrote:

> Buzz Burhans <wsb2@cornell.edu> asks about an LR test of whether the
> coefficients estimated on one subset of the data differ from those estimated
> on all the data (a form of what economists often call a Chow test),
Buzz Burhans
wsb2@cornell.edu


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