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st: re: Chow test


From   Christopher Baum <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: re: Chow test
Date   Thu, 24 May 2012 13:26:46 -0400

<>
I want to run a Chow test on my panel dataset. The data ranges from
1990-2000 across several companies. I would liek to check for
structural break in, say, 1995.


webuse grunfeld, clear
g d45 = (year>= 1945)
reg invest d45##(c.mvalue c.kstock)
testparm 1.d45 d45#c.mvalue d45#c.kstock

Kit


Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                             An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
  An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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