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st: STR BREAKS in all regression coefficients


From   "A.W.M. Vergouwen" <A.W.M.Vergouwen@uvt.nl>
To   statalist@hsphsun2.harvard.edu
Subject   st: STR BREAKS in all regression coefficients
Date   Wed, 06 Jun 2012 18:52:24 +0200

Hi,

I've tested my model for breaks in any of the regression coefficients, for breaks in each regression coefficient independently, but now I have to test for breaks in all the regression coefficients at once. Does anyone know How to achieve this?


Before I regressed my standard model while including the interaction break terms, and I concluded with an F test on the interaction terms to test for breaks.


The model looks as follows:

Y=a+B1*X1+B2*X2+B3*X3+B4*X4+B5*X5 + G*a*DUMMY + G1*X1*DUMMY + G2*X2*DUMMY + G3* X3 * DUMMY + G4*X4*DUMMY + G5* X5 *DUMMY 


with an F test I tested my null hypothesis that G=G1=G2=G3=G4=G5=0
If I could reject my hypothesis, it means that any of the G's is not equal to 0.

But what I want to know is how to test for the case that all my G's are not equal to 0. Can anyone help?

thanks in advance,

Andrea Vergouwen
Kind Regards,

Andrea Vergouwen
s477803

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