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- Chow_test abstract "The Chow test is a statistical and econometric test of whether the coefficients in two linear regressions on different data sets are equal. The Chow test was invented by economist Gregory Chow in 1960. In econometrics, the Chow test is most commonly used in time series analysis to test for the presence of a structural break. In program evaluation, the Chow test is often used to determine whether the independent variables have different impacts on different subgroups of the population.Suppose that we model our data asIf we split our data into two groups, then we haveandThe null hypothesis of the Chow test asserts that , , and , and there is the assumption that the model errors are independent and identically distributed from a normal distribution with unknown variance.Let be the sum of squared residuals from the combined data, be the sum of squared residuals from the first group, and be the sum of squared residuals from the second group. and are the number of observations in each group and is the total number of parameters (in this case, 3). Then the Chow test statistic isThe test statistic follows the F distribution with and degrees of freedom.".
- Chow_test thumbnail Chow_test_structural_break.png?width=300.
- Chow_test wikiPageExternalLink books?id=JHzik5hkrIMC&pg=PA146&dq=Chow-Test+regression&lr=&as_brr=3&sig=ACfU3U1T_tmXj-sQbqDVHutF3RRPLFQTqg.
- Chow_test wikiPageExternalLink books?id=h0MTRO_3jYEC&pg=PA194&vq=chow+test&source=gbs_search_r&cad=1_1&sig=ACfU3U2ZXf7-rPaXyqzwpfAaEDtpqoy5MA.
- Chow_test wikiPageExternalLink faqs.
- Chow_test wikiPageExternalLink chow.html.
- Chow_test wikiPageExternalLink chow2.html.
- Chow_test wikiPageExternalLink chow3.html.
- Chow_test wikiPageID "2883675".
- Chow_test wikiPageRevisionID "555028038".
- Chow_test hasPhotoCollection Chow_test.
- Chow_test subject Category:Econometrics.
- Chow_test subject Category:Regression_diagnostics.
- Chow_test subject Category:Statistical_tests.
- Chow_test subject Category:Time_series_analysis.
- Chow_test type Abstraction100002137.
- Chow_test type Cognition100023271.
- Chow_test type Experiment105798043.
- Chow_test type HigherCognitiveProcess105770664.
- Chow_test type Inquiry105797597.
- Chow_test type ProblemSolving105796750.
- Chow_test type Process105701363.
- Chow_test type PsychologicalFeature100023100.
- Chow_test type StatisticalTests.
- Chow_test type Thinking105770926.
- Chow_test type Trial105799212.
- Chow_test comment "The Chow test is a statistical and econometric test of whether the coefficients in two linear regressions on different data sets are equal. The Chow test was invented by economist Gregory Chow in 1960. In econometrics, the Chow test is most commonly used in time series analysis to test for the presence of a structural break.".
- Chow_test label "Chow test".
- Chow_test label "Chow-Test".
- Chow_test label "Test de Chow".
- Chow_test label "Test de Chow".
- Chow_test label "Test di Chow".
- Chow_test label "Teste de Chow".
- Chow_test label "Тест Чоу".
- Chow_test label "邹检验".
- Chow_test sameAs Chow-Test.
- Chow_test sameAs Test_de_Chow.
- Chow_test sameAs Test_de_Chow.
- Chow_test sameAs Test_di_Chow.
- Chow_test sameAs Teste_de_Chow.
- Chow_test sameAs m.088_jc.
- Chow_test sameAs Q1076792.
- Chow_test sameAs Q1076792.
- Chow_test sameAs Chow_test.
- Chow_test wasDerivedFrom Chow_test?oldid=555028038.
- Chow_test depiction Chow_test_structural_break.png.
- Chow_test isPrimaryTopicOf Chow_test.
