Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: question about the Roy zelner test of poolability
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: question about the Roy zelner test of poolability
Date
Mon, 10 Jan 2011 12:04:11 +0000
This posting does not include any mention of the code you typed. So,
my guess is just: Yes, for this size of dataset, your results do not
seem surprising. That's quite a complicated model for so little data.
For a better answer, you might need to give better detail, as long
requested on this list.
Nick Cox
On Sun, Jan 9, 2011 at 5:50 PM, amatoallah ouchen <[email protected]> wrote:
> 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.
*
* 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/