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st: Test for structural break in panel


From   David Ashcraft <ashcraftd@rocketmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Test for structural break in panel
Date   Sat, 10 Mar 2012 01:22:43 -0800 (PST)

I am wondering, if someone can help me in how to know the structural break in panel data. I believe I can do that by incorporating dummy variables in my regression. Unfortunately, I am running a probit regression and dummy year variables are almost same for each year resulting in omitting variables. I have looked in the previous posting and found the following:

http://www.stata.com/statalist/archive/2008-09/msg00783.html


I believe, this is quite common analysis with panel data. There may be some command/user written program that can help me with this.
I shall really appreciate any support
Regards


David

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