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st: test for the stability of a subset of coefficients?


From   chen jie <uuphd2002@yahoo.com.cn>
To   statalist@hsphsun2.harvard.edu
Subject   st: test for the stability of a subset of coefficients?
Date   Mon, 30 Aug 2004 06:20:52 -0700 (PDT)

Dear Statalisters:

I know for ML estimation, lrtest offers Chow-type
tests of the 
stability of whole set of coefficients in the
following way.
        . 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
coefficients, 
isn't it? 
But how to test if I concern only whether a subset of
coefficients 
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
knowledge.

Thanks!




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