Hi all,
My estimated equation takes form of:
ln(I)=B1ln(w1)+B2ln(w2)+B3ln(w3)+(control variables)+error
The regressions run is a fixed effect regression for years 2010 to 2015.
The test statistic is defined as:
H=B1+B2+B3
Let's say that H=1 for the analysed period. I would like to see whether the value of H statistically changes in value after year 2010.
Do you have any idea how can I do it? I presume that the Chow test is appropriate, but I'm not sure how to apply it when my test statistic is a sum of three coefficients.
Thank you for your help.
Related Posts with Chow test in panel data
Creating survival time variableDear All, I try to create a survival time variable. Data were collected between 1997 and 2015 and I…
Normality of dependent variable in panel dataHi, I want to perform a panel data regression analysis. I have a dataset of 40 countries for 15 yea…
CAR tesingHello, I would like to test whether the event CAR (cumulative abnormal return) is equal to zero. Is …
Odd-ratios & marginal effects in non-linear probability models with firm fixed effectsDear Statalist members, First, I would like to take the occasion to thank the Statalist forum and i…
Frequency for multiple variables in tabular formHi everyone, I am working on a dataset on mortgage lending in USA, Nevada. I have multiple variable…
Subscribe to:
Post Comments (Atom)
0 Response to Chow test in panel data
Post a Comment