Dear all,<br><br><br>I have a gretl session with four variables: y1,x1,y2,x2 and also two regression models of y&#39;s on respective x&#39;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?<br>
<br>Or isn&#39;t it the same as solving these two equations as a system and applying  Tests -&gt; Linear restrictions, typing b[1,1]-b[2,1]=0 etc?<br> <br>And what if I have not two but three firms?<br><br>Many thanks,<br>
Rem <br>