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st: Chow test in panel data


From   "Andrea Molinari" <A.Molinari@sussex.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Chow test in panel data
Date   Thu, 24 Jun 2004 15:48:28 +0100

Dear Statalisters,
I am trying to run a Chow test to see if I can separate the 22 years period
into three subperiods. I have an unbalanced panel.
I tried the suggestions made in the Stata website (FAQs):
http://www.stata.com/support/faqs/stat/chow3.html
but this doesn't seem to work in my case, since when I append the three
subperiods the variables get missing values for those years in which there
is no information.
Has anyone got a suggestion on how best to do this?
Thanks very much!
Andrea


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