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RE: st: question on chow test


From   "jiang.107" <jiang.107@osu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: question on chow test
Date   Sun, 20 Feb 2005 19:40:16 -0800

Thanks for your discussion, Daniel and Richard.
Actually I wanted to do a two stage regression (2sls) and then a chow test, but I have a dilemma: 
I wanted to do a first stage regression and get the predicted value of x1, and then test if x1 differs across groups. But if I do the first stage regression on the whole sample, then, I'm assuming there's no difference between the two groups; or if I do the first stage regression separately, I'm assuming there's difference between the two groups before even testing it with my chow test. 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Richard Williams
Sent: 2005年2月20日 12:33
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: question on chow test





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