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st: Chow test equivalent


From   "Salih,FR (pgt)" <[email protected]>
To   <[email protected]>
Subject   st: Chow test equivalent
Date   Mon, 10 Jun 2002 16:03:47 +0100

Dear Statalist members,
 
Whats the Chow-test equivalent to two samples run using MLE?  
 
I tried lrtest but dont think thats appropriate since it requires one model to be nested within the other.  I am simply splitting my sample in two based on migration status and use the endogenous swtiching regime model framework with the heckman correction for selectivity bias.
 
Many thanks in advance,
 
Sally.
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