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Re: st: Tiao-Goldberger test


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: Tiao-Goldberger test
Date   Mon, 16 Feb 2009 17:14:52 +0000 (GMT)

--- On Mon, 16/2/09, Michael Stobernack wrote:
> What do you mean by 'estimate 4 extra
> coefficients'? Do you mean 4 
> extra values of the residual variance?

Yes, but the real point is that if you are 
uncomfortable with a model containing all
the interactions then you should also be 
uncomfortable with separate models for each
group.

-- Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      

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