Structural Change using the Chow Test - in Stata (part 1/5 Chow Test)

[@Dr_Shiny]

That's a great video, Not only the Chow test, you will learn about testing the H0 and H1 beautifully. You got excellent teaching and elaborating skills. Better than my University professors ....

[@kladiolagj8573]

I would like to ask if you can do all the estimations in stata?

[@nancyaliaga7079]

FANTASTIC video! Thank you very much!

[@lindaren9467]

Great video! Thanks!

[@javiermolina9951]

Good Morning and congratulations for your explanations. I write the command "replace" but stata gives me this result: "obs not found" What can I do in this case? Thanks

[@meezdin86]

Thanks for a fabulous video Prof. I just want to ask if it is possible to apply the same steps used in Chow test on the dynamic panel data because as you know, up until Stata 14 you cannot test for structural break on panel data, you only have to test it on time series, so I was wondering if this is possible on Panel Data? Many thanks!

[@Dr_Shiny]

Hi, have you find the answer? i am looking for this.

[@rlin01]

can you not do the second part in stata?

[@ddadakas]

Yes you can (if I understand your question correctly), the process is a bit more lengthy though. If you want to do the whole test in excel then the best way would be to start with the "linest" command in excel to get the coefficients for all three models. Then use those coefficients to obtain predicted values, residuals and finally, square and sum those residuals for each model to get the RSS. Now you have all you need to complete the whole test, from beginning to the end in excel. See if that works for you, try to replicate the RSS values.

[@Dr_Shiny]

Great video as always. Please guide us about implementing that test for panel data. www.stata.com/support/faqs/statistics/computing-chow-statistic/ As explained in this link