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| From | "Bianca B." <bianca268@yahoo.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Chowreg |
| Date | Wed, 9 May 2012 00:22:45 -0700 (PDT) |
Dear all, I'm using CHOWREG module to test structural stability of my regression model across time. I obtain the following result F( 13, 3012) = 3.42 Prob > F = 0.0000 ============================================================================== * Structural Change Tests: Y = X + D0 +DX ============================================================================== Ho: no Structural Change - Chow Test [K, N-2*K] = 3.4161 P-Value > F(13 , 3012)0.0000 - Fisher Test [N2,(N1-K)] = 1.0637 P-Value > F(532 , 374)0.2362 - Wald Test = 3.5379 P-Value Chi2(532) 1.0000 - Likelihood Ratio Test = 3.4136 P-Value Chi2(532) 1.0000 - Lagrange Multiplier Test = 3.2950 P-Value Chi2(532) 1.0000 Can I conclude that the regression coefficients are stable according the Chow test while the null hypothesis cannot be rejected according the Fisher test? Thank you all, Bianca * * 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/