Efficient Estimators for Regressing Regression Coefficients |
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| Authors: | Eric A. Hanushek |
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| Affiliation: | Cost of Living Council, Office of Price Stabilization, Analysis Div. , 2000 M St., N.W., Washington , D.C. , 20508 , USA |
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| Abstract: | The Chow test compares regressions developed from two samples from possibly different populations. Its use has traditionally been recommended only when the number of observations in one of the samples does not exceed the number of predictor variables. It is shown that when that condition is not satisfied, the test remains uniformly most powerful (UMP) among a certain class of tests against an important class of alternatives. |
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| Keywords: | Chow test Discrimination Regression Structural change |
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