Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Chow test for GMM


From   Ahmad Abdul Jalil <[email protected]>
To   [email protected]
Subject   st: Chow test for GMM
Date   Fri, 23 Dec 2005 14:30:04 +0100

Hi,

can anyone help me with the temporal stability test with xtabond2. I
wanted to divide my sample into three sub samples and test for the
stability of the coefficients. I tried using the Chow test but I get a
negative numerator (the RSS for the whole sample is smaller than the sum
of the three subsamples RSS).

Thanks
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index