I am using ivregress in STATA 16. I want to understand how can I apply chow test for structural break in this context.
Suppose I run following code
Code:
ivregress gpa iq age father_edu (gpa_peer = ins1 ins2 ins3),nonconstant robust
then i want test the structural break using class size so i generate following dummy variable
Code:
gen d2=0
replace d2=1 if class_size > 20
further how can I continue from here to use chow test. In usual ols regression we do
Code:
d2*gpa_peer d2*iq d2*father_edu
and then use command
Code:
test d2 d2*gpa_peer d2*iq d2*father_edu
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