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Re: st: chow test for more than 2 coef


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, <statalist@hsphsun2.harvard.edu>
Subject   Re: st: chow test for more than 2 coef
Date   Mon, 03 Mar 2008 09:19:18 -0500

At 08:47 AM 3/3/2008, Mussida Chiara wrote:
Hi Guys!
I'm thinking about the logic and the proper way to run a chow test (or a simple test for the coef equality) for more than 2 covariates. More precisely these are 5.
If I say stata after the reg output: b1=b2=b3=b4=b5, does it perform my desired test?I guess...
thanks a lot,
chiara
Unless Chow test has some broader meaning I am not aware of, this is not a chow test. Chow tests are done when you compare the equality of coefficients for 2 or more different groups. But yes, if you just want to test whether coefficients are equal, you can give a command like

testparm x1 x2 x3 x4 x5, equal

or else

test x1 = x2 = x3 = x4 = x5


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Richard Williams, Notre Dame Dept of Sociology
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