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RE: st: Chow Test Statistic


From   Ian Li <ian.li@uwa.edu.au>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Chow Test Statistic
Date   Fri, 17 Jun 2011 15:11:51 +0800

Hi Maarten, 

thanks for your reply and help. I'll try out your suggestion. 

Cheers
Ian 

________________________________________
From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten Buis [maartenlbuis@gmail.com]
Sent: Friday, June 17, 2011 3:04 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Chow Test Statistic

On Fri, Jun 17, 2011 at 7:56 AM, Ian Li wrote:
> 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?

I guess that you ended up with that many variables because you have
one or more categorical variable that you turned into dummies. In that
case you can greatly simplify your syntax using the the new factor
variables notation (see: -help factor variable-). This will also help
with the creation of the interaction terms as you can specify
something like -i.female##(i.var1 c.var2 ...)-.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
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