Does anyone know some literatures about the comparison of Chow-test statisticsfrom different models?
If I have two different regression models(different # of regressors) for same data set, and I do Chow test for these 2 different regression models. Does the resulted Chow-statistics compariable? Can I conclude that the model, which has larger Chow-statistics, is better than the other one?
Thanks in advance!