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Re: st: RE: chow test


From   "Chen, Naijun" <nchen5@uic.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: chow test
Date   Tue, 8 Nov 2005 17:27:02 -0600 (CST)

Thanks for responsing. I did realize the question I asked yesterday is too
open to answer. So I specify the question in chow test first today. When
we perform chow test, we should apply regressions in subgroup samples and
pooled samples first, then calculate the F statistics.

I am doing the sample selection model analysis. If I want to run the chow
test, should I include the Inverse Mill's ratio(IMR) in the regression
model in subgroup samples and pooled samples? I am not sure about it and I
couldn't find it in STATA help.

I hope I have specify the question clearly this time. Mr. Cox Nick or some
one who has similar experience about this analysis, you are welcome to
share the experience with me. Any suggestion is welcome.

Thanks.

Naijun

On Tue, November 8, 2005 3:51 pm, Nick Cox said:
> I'd like to be wrong, but this kind of very open
> question is most unlikely to get a helpful
> response. You asked another very open question
> yesterday, which has had no response to date, which
> seemed inevitable to me at the time.
>
> The difficulty is on two levels.
>
> First, even people who have knowledge here would find
> it difficult to know precisely what you want. Presumably
> not answers "Yes" or "No".
>
> Second, people don't react well if it seems that someone
> is treating the list as a kind of search engine in
> which they specify key words and somehow expect to
> generate a set of responses.
>
> The kind of question that gets a response here is
> when you have a specific difficulty which you
> make clear through a concrete example.
>
> Nick
> n.j.cox@durham.ac.uk
>
>> -----Original Message-----
>> From: owner-statalist@hsphsun2.harvard.edu
>> [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Chen, Naijun
>> Sent: 08 November 2005 21:36
>> To: statalist@hsphsun2.harvard.edu
>> Subject: st: chow test
>>
>>
>> I am doing sample selection model analysis. In stata help, it
>> says a chow
>> test can be used to test if the betas differs across by treatment(the
>> selection variable) and then decide which model(Endogeniety model or
>> sample selection model) is more efficient.
>>
>> Is there anyone having experience about the chow test here?
>>
>> Thanks a lot.
>>
>> Naijun Ch

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