**[TS] estat sbknown** -- Test for a structural break with a known break date

__Syntax__

**estat sbknown,** **break(***time_constant_list***)** [*options*]

*options* Description
-------------------------------------------------------------------------
* **break(***time_constant_list***)** specify one or more break dates
**breakvars(**[*varlist*][**,** __cons__**tant**]**)** specify variables to be included in
the test; by default, all
coefficients are tested
**wald** request a Wald test; the default
**lr** request an LR test
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* **break()** is required.
You must **tsset** your data before using **estat sbknown**; see **[TS] tsset**.

__Menu for estat__

**Statistics > Postestimation**

__Description__

**estat sbknown** performs a Wald or a likelihood-ratio (LR) test of whether
the coefficients in a time-series regression vary over the periods
defined by known break dates.

**estat sbknown** requires that the current estimation results be from
**regress** or **ivregress 2sls**.

__Options__

**break(***time_constant_list***)** specifies a list of one or more hypothesized
break dates. **break()** is required with at least one break date.

*time_constant_list* is a list of one or more *time_constant* elements
specified using dates in Stata internal form (SIF) or
human-readable form (HRF) format. If you specify the
*time_constant_list* using HRF, you must use one of the datetime
pseudofunctions; see **[D] datetime**.

**breakvars(**[*varlist*][**,** **constant**]**)** specifies variables to be included in
the test. By default, all the coefficients are tested.

**constant** specifies that a constant be included in the list of
variables to be tested. **constant** may be specified only if the
original model was fit with a constant term.

**wald** requests that a Wald test be performed. This is the default.

**lr** requests that an LR test be performed instead of a Wald test.

__Examples__

Setup
**. webuse usmacro**
**. regress fedfunds L.fedfunds**

Test for a structural break date and divide the data into three
subsamples by specifying the break dates at **1970q1** and **1995q1**
**. estat sbknown, break(tq(1970q1) tq(1995q1))**

__Stored results__

**estat sbknown** stores the following in **r()**:

Scalars
**r(chi2)** chi-squared test statistic
**r(p)** p-value for chi-squared test
**r(df)** degrees of freedom

Macros
**r(breakdate)** list of break dates
**r(breakvars)** list of variables whose coefficients are included in the
test
**r(test)** type of test