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st: Chow test after xthtaylor, vce(bootstrap)

From   Mei Liu <>
Subject   st: Chow test after xthtaylor, vce(bootstrap)
Date   Tue, 22 Jun 2010 10:46:58 -0400


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,
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