help chowtest (version 2011-August-23)

Title

chowtest -- Chow test for structure break

Syntax

chowtest varlist [if] [in], group:(varname)
[
restrict:(varlist)
het
detail
]

group(varname) specify the group variable

restrict independents which are restriced to have constant coefficients

het heteroskedasticy

detail display regression result

varlist are dependent variable and unrestriced independent variables.

Example

The auto.dta data

. sysuse auto,clear

. chowtest price wei mpg, group(foreign)

. chowtest price wei mpg, group(foreign) restrict(headroom)

. chowtest price wei mpg, group(foreign) het

Acknowledgements

Thanks for helpul suggestions of Lian Yujun in Sun Yat-sen University
(arlionn@163.com, http://www.peixun.net/author/3.html).

Author

Qunyong, Wang, Institute of Statistics and Econometrics, Nankai University.

E-mail: QunyongWang@outlook.com.

Homepage: http://economics.nankai.edu.cn/level2/ProfileTeacherInfo.aspx?id=229.