[Gretl-users] chow test

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 University of Northampton: Transforming Lives and Inspiring Change www.northampton.ac.uk This e-mail is private and may be confidential and is for the intended recipient only. If you are not the intended recipient you are strictly prohibited from using, printing, copying, distributing or disseminating this e-mail or any information contained in it. We virus scan all E-mails leaving The University of Northampton but no warranty is given that this E-mail and any attachments are virus free. You should undertake your own virus checking. The right to monitor E-mail communications through our networks is reserved by us. Disclaimer The information contained in this communication from the sender is confidential. It is intended solely for use by the recipient and others authorized to receive it. If you are not the recipient, you are hereby notified that any disclosure, copying, distribution or taking action in relation of the contents of this information is strictly prohibited and may be unlawful. This email has been scanned for viruses and malware, and may have been automatically archived by Mimecast, a leader in email security and cyber resilience. Mimecast integrates email defenses with brand protection, security awareness training, web security, compliance and other essential capabilities. Mimecast helps protect large and small organizations from malicious activity, human error and technology failure; and to lead the movement toward building a more resilient world. To find out more, visit our website.