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| From | amatoallah ouchen <at.ouchen@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: question about the Roy zelner test of poolability |
| Date | Sun, 9 Jan 2011 18:50:57 +0100 |
Good day stata-listers, i'm currently applying the Roy Zelner test of poolability as shown in the excellent article of Andrea Vaona http://doc.rero.ch/lm.php?url=1000,42,6,20080417092244-DQ/wp0804.pdf, in fact i'm working with panel N=17 T=5 , and my model looks like this : Yit= a0+B1X1+B2X2+B3X3+B4X4+eit My question is the following when i'm Testing for the equality of the coefficients of the unpooled data (the last stage) many of my constraints get dropped, this indeed impact the degree of freedom of my chi2, and would like to understand the reason? is this because the time dimension of my panel is too small? or because the number of my constraints is too high? Any hint will be highly appreciated. Ama * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/