From | Ahmad Abdul Jalil <[email protected]> |
To | [email protected] |
Subject | st: Chow test for GMM |
Date | Fri, 23 Dec 2005 14:30:04 +0100 |
Hi, can anyone help me with the temporal stability test with xtabond2. I wanted to divide my sample into three sub samples and test for the stability of the coefficients. I tried using the Chow test but I get a negative numerator (the RSS for the whole sample is smaller than the sum of the three subsamples RSS). Thanks * * 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/
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