Test for a shift in regression coefficients (STB-17: sts7)
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chow varlist [weight] [if exp] [in range] [, chow(sample-list)
noconstant current(varlist) detail exclude(varlist)
lags(#[,#[,...]]) preserve regress restrict(varlist)
nosample static(varlist) time(power) vartest
chow calculates the Chow and Farley-Hinich-McGuire tests for a shift
in regression coefficients
Options
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chow(sample-list) specifies the subsamples for the Chow test.
noconstant suppresses the constant.
current(varlist) names the time series variables whose contemporaneous
values are to be included as regressors.
detail indicates that each subsample is to be tested separately.
exclude(varlist) excludes variables from the Chow test.
lags(#[,#[,...]) specifies the lags.