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st: question about the Roy zelner test of poolability
From
amatoallah ouchen <[email protected]>
To
[email protected]
Subject
st: question about the Roy zelner test of poolability
Date
Sun, 9 Jan 2011 18:50:57 +0100
Good day stata-listers,
i'm currently applying the Roy Zelner test of poolability as shown
in the excellent article of Andrea Vaona
http://doc.rero.ch/lm.php?url=1000,42,6,20080417092244-DQ/wp0804.pdf,
in fact i'm working with panel N=17 T=5 , and my model looks like
this : Yit= a0+B1X1+B2X2+B3X3+B4X4+eit
My question is the following when i'm Testing for the equality of
the coefficients of the unpooled data (the last stage) many of my
constraints get dropped, this indeed impact the degree of freedom of
my chi2, and would like to understand the reason?
is this because the time dimension of my panel is too small? or
because the number of my constraints is too high?
Any hint will be highly appreciated.
Ama
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