H \u03b4 1 0 \u03b4 2 0 \u03b43 0 \u03b44 0 \u03b4 5 0 H 1 At least one of the equalities in H does not

H δ 1 0 δ 2 0 δ3 0 δ4 0 δ 5 0 h 1 at least one

This preview shows page 5 - 7 out of 7 pages.

Page 5 of 7
Image of page 5
Spring 2019 (8) Carry out a Chow test of the equivalence of these two regressions at the 5% level, usingSTATA’stestparmfunction.[1 point for executingtestparmcorrectly + 1 point for correctly performing the test = 2points] Page 6 of 7
Image of page 6
Spring 2019 Chow Test: Page 7 of 7
Image of page 7

You've reached the end of your free preview.

Want to read all 7 pages?

  • Left Quote Icon

    Student Picture

  • Left Quote Icon

    Student Picture

  • Left Quote Icon

    Student Picture