chow test
by Alison Loddick
Hi all,
I’m hoping the econometricians can help me. I’m working with a colleague at another university and he recommends using the Chow test to test whether we should use an OLS model vs Fixed effects. My question is what test does Gretl use within Fixed effects to compare the model with OLS as the manual doesn’t say?
The manual recommends that we use the fixed effect model results to see whether there should be a fixed effects model or OLS. I assumed this was the Chow test. My output is below:
Test for differing group intercepts -
Null hypothesis: The groups have a common intercept
Test statistic: F(98, 1230) = 11.49
with p-value = P(F(98, 1230) > 11.49) = 4.27683e-116
There is a Chow test on the OLS model but when I run it has different degrees of freedom and different F-statistic.
Thank you for any knowledge you can give me.
You all have been great in increasing my knowledge.
Alison
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