The FAQ "How can I do a Chow test with the robust variance estimates, that
is, after estimating with regress, robust?" at
http://www.stata.com/support/faqs/stat/chow2.html may be helpful.
-findit chow- will bring up a number of FAQ on Chow tests.
Scott
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Abhijit Sarkar
> Sent: Thursday, January 20, 2005 10:21 PM
> To: [email protected]
> Subject: st: ROY ZELLNER TEST
>
> Hi!
>
> According to Baltagi, under nonspherical disturbances, the proper test
> to perform to test poolability of data is the Roy-Zellner test.
>
> What modles are available in stata 8 to perform the test.
>
> --
> Abhijit Sarkar
> UGC Senior Research Fellow (Economics)
> Department of Humanities and Social sciences
> IIT Bombay
> Mumbai, Maharashtra
> India, 400076
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