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RE: st: A question about -regress-


From   "Mustillo, Sarah A" <[email protected]>
To   <[email protected]>
Subject   RE: st: A question about -regress-
Date   Wed, 16 Jan 2008 10:38:31 -0500

Louis - 

Regarding writing a do file to carry out a Chow test, you can do a Chow test with -suest-.  See example 2 in the help file.  There are also several Stata FAQs about Chow tests.

Sarah

-----Original Message-----
From: [email protected] on behalf of Louis Boakye-Yiadom
Sent: Wed 1/16/2008 10:13 AM
To: [email protected]
Subject: Re: st: A question about -regress-
 
Thanks for the reply. Actually, what I am really
looking for is the number of estimated parameters. I
am writing a do file to carry out a Chow/Wald test and
I'm having difficulty generating a variable for the
number of estimated parameters. Any help will be
appreciated. Thanks.

Louis


--- Maarten buis <[email protected]> wrote:

> --- Louis Boakye-Yiadom <[email protected]> wrote:
> > In the results generated by -regress-, is e(df_m)
> > equivalent to the number of estimated parameters
> less
> > 1? 
> 
> No, it is the number of observations minum the
> number of
> estimated parameters (including the constant). so it
> is
> N-1 in a regression without explanatory variables
> (in 
> which case -regress- does nothing else than provide
> an 
> estimate of the mean).
> 
> Hope this helps,
> Maarten
> 
> 
> 
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
> 
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
> 
> +31 20 5986715
> 
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
> 
> 
>      
>
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