I have a question about chow test. Thanks in advance. I have read a lot about chow test to know that it is most frequently used in structural change dataset. The full dataset was split into two subsamples, so n=n1+n2. In my study I need to test whether running the full dataset or two separate datasets is better. If I split the full dataset into two based on an indicator variable of interest, n1+n2=2*n. Can I use chow test to test coefficient equality in this case?
Asked
Viewed
18 times