Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Chow test after xthtaylor, vce(bootstrap)


From   Mei Liu <mei.liu.yuki@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Chow test after xthtaylor, vce(bootstrap)
Date   Tue, 22 Jun 2010 10:46:58 -0400

Hi,

I have a question about performing a Chow test in the framework of
Hausman Taylor Estimator (Stata command: "xthtaylor") with robust
standard errors through bootstrapping.

The usual method of performing a Chow test, in addition to computing
the Chow test statistics, is to include the dummy variables in a
regression of the full model and then use the test command on those
dummies and the interaction terms.

Can I use the usual method described above to do a Chow test after
xthtaylor, vce(bootstrap)?

Any suggestions will be deeply appreciated.

Much thanks,
Mei
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index