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st: Chow Test Statistic


From   Ian Li <ian.li@uwa.edu.au>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Chow Test Statistic
Date   Fri, 17 Jun 2011 13:56:10 +0800

Dear Statalisters,

I am analysing a linear model of labour market earnings using OLS, which can be written as:

y = a0 + B1X1+B2X2+...+BnXn+e

The same equation was estimated for disaggregated sub-groups of the data, say, for males and females. 

I would like to comnpute the Chow test statistic to see if the beta estimates for females differ from those of males, for all the variables used in the analysis. 

I have read the FAQ on doing that:
http://www.stata.com/support/faqs/stat/chow.html

which suggests the use of interaction terms to compute the Chow test statistic. As I have over 70 variables in the model, this is quite a tedious process. Can anyone please suggest an easier way to do this? 

Regards
Ian
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