Yes, you can apply the method describe by William...
Mensaje citado por "D.Christodoulou" <[email protected]>:
> Dear Statalisters,
>
> Following William Gould's guideliness on how to construct a simple Chow test
> (http://www.stata.com/support/faqs/stat/chow.html), I would like to ask if
> this
> procedure is safe for reproduction following a panel data estimation, such as
> the Between Effects estimation of:
>
> y_it = a + bX_it + C_i + e_it
>
> That is to say, estimate the above model as -xtreg, be wls- for the pooled
> model
> t=1,2,...,10 and then estimate the same model for two separate periods
> t1=1,2,..,5 and t2=6,7,..,10. Then, compute their error sum of squares and
> compute the simple linear Chow test.
>
> The problem as I understand it, is that the pooled model will be based on
> averages of i over the entire t=1,2,...,10, where the two sub-estimations
> will
> be based on averages of i over t1=1,2,..,5 and over t2=6,7,..,10.
>
> Do you think that the computation of the Chow test as I described it above
> for a
> BE estimation is correct? If not, I would appreciate it if you could offer
> some
> advice or even guide me through some useful references. All comments are
> welcome!
> many thanks,
>
> Dimitris
>
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