Hi all,

I am undertaking a structural break test for my regression mode, but was informed that I should run the test on my dependent variable as that is my variable of interest. My regression model is as follows:

Code:
reg logpax loggdp logoil logfx
I am wondering if the correct way to undertake a structural break test for my y variable is through the following code:

Code:
regress logpax, vce(robust)
Once done so, I get the following output:

HTML Code:
. regress logpax, vce(robust)

Linear regression Number of obs = 20
F(0, 19) = 0.00
Prob > F = .
R-squared = 0.0000
Root MSE = .42064

------------------------------------------------------------------------------
| Robust
logpax | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_cons | 17.87168 .094059 190.01 0.000 17.67481 18.06855
------------------------------------------------------------------------------
Subsequently, I ran this code to find the structural break (given that I have insufficient observations):

Code:


forvalues x = 1/30 { cap estat sbsingle, trim(`x') if _rc == 198 { continue } local tlevel = `x' continue, break } estat sbsingle, trim(`tlevel')



And obtained the following results:






HTML Code:


Test for a structural break: Unknown break date

Number of obs = 20

Full sample: 1 - 20
Trimmed sample: 4 - 18
Estimated break date: 2013
Ho: No structural break

Test Statistic p-value
-----------------------------------------------
swald 79.3194 0.0000
-----------------------------------------------
Coefficients included in test: _cons

Wondering if these steps are correct? Thank you.