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RIF: st: chow test for more than 2 coef


From   "Mussida Chiara" <chiara.mussida@unicatt.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   RIF: st: chow test for more than 2 coef
Date   Mon, 3 Mar 2008 15:36:10 +0100

As i said in my message, I wanted to know if by imposing equality between coef I can get test results equivalent to the ones obtained with a chow test (for 2 categories). Probably the name is no more chow, but it has the same meaning of this test. the only difference is related to the no of cateories employed.
Anyway thanks, I'm going to add this question:
is the tes result enough to allow me to run separate reg (one for each category)??
 
thanks
 
 
 
-----Messaggio originale----- 
Da: owner-statalist@hsphsun2.harvard.edu per conto di Richard Williams 
Inviato: lun 03/03/2008 15.19 
A: statalist@hsphsun2.harvard.edu; statalist@hsphsun2.harvard.edu 
Cc: 
Oggetto: Re: st: chow test for more than 2 coef



	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
	
	
	-------------------------------------------
	Richard Williams, Notre Dame Dept of Sociology
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	EMAIL:  Richard.A.Williams.5@ND.Edu
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