http://www.stata.com/support/faqs/stat/chow3.html
http://www.stata.com/support/faqs/stat/chow.html
http://www.stata.com/support/faqs/stat/awreg.html
Test for a shift in regression coefficients (STB-17: sts7)
-------------------------------------------
chow varlist [weight] [if exp] [in range] [, chow(sample-list)
noconstant current(varlist) detail exclude(varlist)
lags(#[,#[,...]]) preserve regress restrict(varlist)
nosample static(varlist) time(power) vartest
chow calculates the Chow and Farley-Hinich-McGuire tests for a shift
in regression coefficients
Options
-------
chow(sample-list) specifies the subsamples for the Chow test.
noconstant suppresses the constant.
current(varlist) names the time series variables whose contemporaneous
values are to be included as regressors.
detail indicates that each subsample is to be tested separately.
exclude(varlist) excludes variables from the Chow test.
lags(#[,#[,...]) specifies the lags.
preserve preserves the original data set.
regress displays the Chow regression.
restrict(varlist) holds the coefficients of the variables in the
varlist constant across the subsamples.
nosample suppresses the display of sample coverage information.
static(varlist) specifies the static variables.
time(power) indicates the function of time to use for a Farley-
Hinich-McGuire test. Instead of a number, you also may specify
"exp", "ln", or "log".
vartest requests a test of the hypothesis that the error variance is
equal across subsamples.
Examples
--------
chow y x1 x2, chow(year>1975)
tests whether the coefficients of the regression of y on x1 and x2 change
after 1975.
chow gnp money, chow(year>1982) lags(4) restrict(gnp)
tests whether the coefficients on four lags of money change after 1982.
Author
------
Sean Becketti
Stata Technical Bulletin
Also see
--------
STB: sts7 (STB-17)
On-line: help for ts
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