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Re: st: Chow Test Statistic
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: Chow Test Statistic
Date
Fri, 17 Jun 2011 09:04:41 +0200
On Fri, Jun 17, 2011 at 7:56 AM, Ian Li wrote:
> I would like to comnpute the Chow test statistic to see if the beta estimates for females differ from those of males, for all the variables used in the analysis.
>
> I have read the FAQ on doing that:
> http://www.stata.com/support/faqs/stat/chow.html
>
> which suggests the use of interaction terms to compute the Chow test statistic. As I have over 70 variables in the model, this is quite a tedious process. Can anyone please suggest an easier way to do this?
I guess that you ended up with that many variables because you have
one or more categorical variable that you turned into dummies. In that
case you can greatly simplify your syntax using the the new factor
variables notation (see: -help factor variable-). This will also help
with the creation of the interaction terms as you can specify
something like -i.female##(i.var1 c.var2 ...)-.
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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