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小女子stata菜鸟一枚,想检验两个样本截距项是否有显著差异,想用chow检验现在有两个问题,
1. 是以一个coverage=1/0 来作为断点区分样本,不是一般的时间序列。使用chow检验是否可以?
2. chowreg命令我看这个结果是说整体结构有显著性差异的吗?我只想单独前后检验截距项是否有显著变化怎么做呢?
( 1) D0 = 0
( 2) Dx_Rmrf_tmv = 0
( 3) Dx_Smb_tmv = 0
( 4) Dx_Hml_tmv = 0
( 5) Dx_MomFac_12M_TMV = 0
F( 5, 236) = 2.09
Prob > F = 0.0680
==============================================================================
* Structural Change Tests: Y = X + D0 + DX
==============================================================================
Ho: no Structural Change
- N1: 1st Period Obs = 137
- N2: 2nd Period Obs = 109
- Chow Test [K, N-2*K] = 2.0856 P-Value > F(5 , 236) 0.0680
- Fisher Test [N2,(N1-K)] = 1.6055 P-Value > F(109 , 132)0.0047
- Wald Test = 10.8699 P-Value > Chi2(109) 0.0281
- Likelihood Ratio Test = 10.6366 P-Value > Chi2(109) 0.0310
- Lagrange Multiplier Test = 10.4100 P-Value > Chi2(109) 0.0341
先谢过大家了!