Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Chow test after xthtaylor, vce(bootstrap)
From
Mei Liu <[email protected]>
To
[email protected]
Subject
st: Chow test after xthtaylor, vce(bootstrap)
Date
Tue, 22 Jun 2010 10:46:58 -0400
Hi,
I have a question about performing a Chow test in the framework of
Hausman Taylor Estimator (Stata command: "xthtaylor") with robust
standard errors through bootstrapping.
The usual method of performing a Chow test, in addition to computing
the Chow test statistics, is to include the dummy variables in a
regression of the full model and then use the test command on those
dummies and the interaction terms.
Can I use the usual method described above to do a Chow test after
xthtaylor, vce(bootstrap)?
Any suggestions will be deeply appreciated.
Much thanks,
Mei
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/