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Re: RIF: st: chow test for more than 2 coef
At 09:36 AM 3/3/2008, Mussida Chiara wrote:
As i said in my message, I wanted to know if by imposing equality
between coef I can get test results equivalent to the ones obtained
with a chow test (for 2 categories). Probably the name is no more
chow, but it has the same meaning of this test. the only difference
is related to the no of cateories employed.
Anyway thanks, I'm going to add this question:
is the tes result enough to allow me to run separate reg (one for
each category)??
thanks
Ok I am confused. When you say
b1=b2=b3=b4=b5
That makes me think that you want to test the equality of the
coefficients for variables x1, x2, x3, etc. Do you mean instead that
you want to test the equality of coefficients across populations for
population 1, population 2, etc? If so, check out the FAQs at
http://www.stata.com/support/faqs/stat/chow.html
http://www.stata.com/support/faqs/stat/chow3.html
http://www.stata.com/support/faqs/stat/awreg.html
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Richard Williams, Notre Dame Dept of Sociology
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