Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Chow test in panel data


From   "Scott Merryman" <[email protected]>
To   <[email protected]>
Subject   st: RE: Chow test in panel data
Date   Fri, 2 Jul 2004 11:03:50 -0500

Andrea,

It might be easier help if you explained what you did to generate the 3
groups and append them.

Here is one example for testing that the coefficient vectors are the same in
two periods (this is Greene's Econometric Analysis 4th ed., page 289,
Example 7.8).

use http://fmwww.bc.edu/ec-p/data/Greene2000/TBL6-1, clear
 
gen lng = ln(g/pop)
gen lny = ln(y)
gen lnpg = ln(pg)
gen lnpnc = ln(pnc)
gen lnpuc = ln(puc)
mark dummy if year < 1974
foreach var of varlist lny-lnpuc year {
 gen `var'1 = dummy*`var'
 }
reg lng lny lnpg  lnpnc lnpuc year lny1- year1 dummy
testparm lny1  lnpg1 lnpnc1 lnpuc1 year1 dummy

Hope this helps,
Scott


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Andrea Molinari
Sent: Thursday, June 24, 2004 9:48 AM
To: [email protected]
Subject: st: Chow test in panel data

Dear Statalisters,
I am trying to run a Chow test to see if I can separate the 22 years period
into three subperiods. I have an unbalanced panel.
I tried the suggestions made in the Stata website (FAQs):
http://www.stata.com/support/faqs/stat/chow3.html
but this doesn't seem to work in my case, since when I append the three
subperiods the variables get missing values for those years in which there
is no information.
Has anyone got a suggestion on how best to do this?
Thanks very much!
Andrea


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index