Dear all,
I have a gretl session with four variables: y1,x1,y2,x2 and also two
regression models of y's on respective x's. I would like to compare these
two models with the Chow test, but it seems I have to reorganize my data
into two long vectors of y and x first. How can I do it?
Or isn't it the same as solving these two equations as a system and
applying Tests -> Linear restrictions, typing b[1,1]-b[2,1]=0 etc?
And what if I have not two but three firms?
Many thanks,
Rem