Am 27.06.2019 um 11:17 schrieb Marcelo Duarte:
> (And I guess you mean lagged dependent, not independent?
OK, so you really meant lagged independent (but I don't think that plays
a role here).
I'm sorry but I can't seem to find a database somewhat similar to mine
on data file examples.
I'm attaching the *.gdt file were the problem occurs.
The regression is as follows:
panel FDIstock 0 lnGDP(-1) XR(-1) BIT Border PT --pooled --robust
Chow tests:
chow Eurozone --dummy
Thanks for the example. If you observe the Chow regression output, there
was a collinearity issue with the interaction term Eu_Border. I'm
betting that you have all zeros or all ones in one of the subsamples
there, and I'm pretty sure that's the cause.
Without having thought too much about it, I guess that calculating the
Chow test should still be possible (I mean internally for gretl), after
having dropped the collinear term. That's not what gretl does right now.
At least gretl should report an explicit error - just showing the
auxiliary regression without any comment really isn't helpful.
thanks for the report
sven