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st: lrtest for reduced set of observations???


From   Buzz Burhans <[email protected]>
To   [email protected]
Subject   st: lrtest for reduced set of observations???
Date   Thu, 09 Oct 2003 09:13:07 -0400

Is it possible to test the equality of the coefficients from a model fit by maximum likelihood run with all available observations and the same model run with a subset of observations? Not the full against a composite set of all observations; my understanding of the lr version of the Chow test is that it needs to be run with a set of models that are in composite the same dataset in total as the original model. What I am interested in is testing whether coefficients from modeling a single subset are equivalent to coefficients based on the full set of observations.

Thanks

Buzz Burhans


Buzz Burhans
[email protected]


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