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st: RE: Tiao-Goldberger test


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Tiao-Goldberger test
Date   Fri, 13 Feb 2009 13:06:56 -0000

Specifically, I have no idea. 

Generically, this kind of question is understandably very common. 

But please do remember two general points flagged in the FAQ: 

1. You can use Stata itself to try to find what exists, both within
official Stata and visibly in the public domain. That won't winkle out
files sitting on someone's machine and so far private but it will find
what is evident. 

In this case, 

. findit Tiao Goldberger 

found nothing. (A report that you tried -findit-, but found nothing, is
_always_ worth including when true.) 

2. Minimal references (here just two authors) are always deprecated as
uninformative (and incidentally a little insensitive in implying that
everyone works in your field and knows your literature). In any case,
what you know as the something test may well be known as something else
in another field. 

New members of the list have less excuse for overlooking these basics
than anyone else, as on joining the list they were asked to read the FAQ
before posting anything. 

Nick 
n.j.cox@durham.ac.uk 

Michael Stobernack

I'm looking for the Tiao-Goldberger test for testing the equality of 
individual regression coefficients of four different subsamples. Is 
there any implementation in Stata?

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