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st: Chowreg


From   "Bianca B." <[email protected]>
To   [email protected]
Subject   st: Chowreg
Date   Wed, 9 May 2012 00:22:45 -0700 (PDT)

Dear all,
 
I'm using CHOWREG module to test structural stability of my
regression model across time. I obtain the following result
 
 
 
        F( 13,  3012) =    3.42
        Prob > F =    0.0000
 ==============================================================================
 * Structural Change Tests:  Y = X + D0 +DX
==============================================================================
   Ho: no Structural Change

 - Chow Test   [K, N-2*K]   =    3.4161   
   P-Value > F(13 , 3012)0.0000
- Fisher Test [N2,(N1-K)]  =    1.0637 
   P-Value > F(532 , 374)0.2362
 - Wald Test   =    3.5379      P-Value
Chi2(532)   1.0000
 - Likelihood Ratio Test   =   3.4136      P-Value Chi2(532)   1.0000
- Lagrange Multiplier Test =    3.2950 
  P-Value  Chi2(532)   1.0000
 
Can I conclude that the regression coefficients are stable
according the Chow test while the null hypothesis cannot be
rejected according the Fisher test? 

Thank you all,
 Bianca
 

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