<>
Why do you start a new thread just to say "thank you"? This kind of behavior
hurts the quality of the archive...
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Michael
Stobernack
Gesendet: Montag, 16. Februar 2009 16:22
An: [email protected]
Betreff: st: Tiao-Goldberger test
Thank you very much to Kit Baum.
It doesn't seem to be common to use the Tiao-Goldberger-test in order
to test the equality of individual regression coefficients of four
different subsamples. Of course, one can use the Chow-test, but this
test doesn't offer which of the coefficients differ.
Another possibility could be to incorporate dummy variables and
interaction terms for the different groups of interest. Since I have
got four different groups I need three dummies and many interactions
terms, so I loose (to) many degrees of freedom (n=50).
Thank you very much again and sorry for not to mention that I did use
findit without finding anything about Tiao-Goldberger.
Best regards,
Michael
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