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st: test for the stability of a subset of coefficients?
I know for ML estimation, lrtest offers Chow-type
tests of the
stability of whole set of coefficients in the
. logit depvar xlist
. est store All
. logit depvar xlist if regiem1
. est store A1
. logit depvar xlist if regiem2
. est store A2
. lrtest (All) (A1 A2 ..), df(#)
Here # should be the number of variables for the whole
But how to test if I concern only whether a subset of
experience structural changes over time?
I feel this is just to test a specific part of A1 and
A2 (A3..) is
equal and should be quite simple, but don't know how
to do it in stata. Sorry for my limited stata
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