Test for a shift in regression coefficients                      (STB-17: sts7)
-------------------------------------------

	^chow^ varlist [weight] [^if^ exp] [^in^ range] [, ^ch^ow(sample-list) 
                        no^co^nstant ^cu^rrent(varlist) ^d^etail ^e^xclude(varlist) 
                        ^l^ags(#[,#[,...]]) ^p^reserve ^reg^ress ^res^trict(varlist) 
                        no^sa^mple ^s^tatic(varlist) ^t^ime(power) ^v^artest


^chow^ calculates the Chow and Farley-Hinich-McGuire tests for a shift
in regression coefficients


Options
-------

^ch^ow(sample-list) specifies the subsamples for the Chow test.

no^co^nstant suppresses the constant.

^cu^rrent(varlist) names the time series variables whose contemporaneous
    values are to be included as regressors.

^d^etail indicates that each subsample is to be tested separately.

^e^xclude(varlist) excludes variables from the Chow test.

^l^ags(#[,#[,...]) specifies the lags.

^p^reserve preserves the original data set.

^reg^ress displays the Chow regression.

^res^trict(varlist) holds the coefficients of the variables in the
    varlist constant across the subsamples.

no^sa^mple suppresses the display of sample coverage information.

^s^tatic(varlist) specifies the static variables.

^t^ime(power) indicates the function of time to use for a Farley-
    Hinich-McGuire test.  Instead of a number, you also may specify
    "exp", "ln", or "log".

^v^artest requests a test of the hypothesis that the error variance is
    equal across subsamples.


Examples
--------

        ^chow y x1 x2, chow(year>1975)^

tests whether the coefficients of the regression of ^y^ on ^x1^ and ^x2^ change
after 1975.

        ^chow gnp money, chow(year>1982) lags(4) restrict(gnp)^

tests whether the coefficients on four lags of ^money^ change after 1982.



Author
------
        Sean Becketti
        Stata Technical Bulletin

Also see
--------

    STB:  sts7 (STB-17)
On-line:  ^help^ for ^ts^

