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st: re: Chow test
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: re: Chow test
Date
Thu, 24 May 2012 13:26:46 -0400
<>
I want to run a Chow test on my panel dataset. The data ranges from
1990-2000 across several companies. I would liek to check for
structural break in, say, 1995.
webuse grunfeld, clear
g d45 = (year>= 1945)
reg invest d45##(c.mvalue c.kstock)
testparm 1.d45 d45#c.mvalue d45#c.kstock
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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