Re: st: chow test for more than 2 coef

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 08:47 AM 3/3/2008, Mussida Chiara wrote:
> Hi Guys!
> I'm thinking about the logic and the proper way to run a chow test 
> (or a simple test for the coef equality) for more than 2 covariates. 
> More precisely these are 5.
> If I say stata after the reg output: b1=b2=b3=b4=b5, does it perform 
> my desired test?I guess...
> thanks a lot,
> chiara
Unless Chow test has some broader meaning I am not aware of, this is 
not a chow test.  Chow tests are done when you compare the equality 
of coefficients for 2 or more different groups.  But yes, if you just 
want to test whether coefficients are equal, you can give a command like

testparm x1 x2 x3 x4 x5, equal

or else

test x1 = x2 = x3 = x4 = x5


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Richard Williams, Notre Dame Dept of Sociology
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