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Re: st: lrtest for reduced set of observations???

From   Buzz Burhans <[email protected]>
To   [email protected]
Subject   Re: st: lrtest for reduced set of observations???
Date   Thu, 09 Oct 2003 13:40:44 -0400


Thank you very much for your clearly articulated response. I very much appreciate it. As it was, I was doing a similar process using an indicator variable, but I was omitting the interactions of other regressors with the indicator. Now that you've described it, the need for the interactions makes sense.

Thanks again


At 10:18 AM 10/9/2003 -0500, you wrote:

Buzz Burhans <[email protected]> asks about an LR test of whether the
coefficients estimated on one subset of the data differ from those estimated
on all the data (a form of what economists often call a Chow test),
Buzz Burhans
[email protected]

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