Date: Wed, 16 May 2007 19:51:48 -0700
Reply-To: David L Cassell <davidlcassell@MSN.COM>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: David L Cassell <davidlcassell@MSN.COM>
Subject: Re: CHOW Test
Content-Type: text/plain; format=flowed
>I am interested in testing the equality of regression coefficients. I am
>looking at CHOW test. Is there any SAS macro available for this purpose?
>Is there any other test that can be used? Any reference will be highly
I don't see a need for a macro. Both PROC MODEL and PROC AUTOREG
handle Chow tests in reasonable settings.
So... is your setting reasonable? :-) I mean, you state that you want to
test "the equality of regression coefficients". Does that mean that you
are looking to test for break points or structural changes in a given model?
Also, are your data such that the logical partition of the data that is
involved will provide enough data points to estimate your parameter set?
If either portion of your data set ends up being less than your number of
parameters, this won't work...
David L. Cassell
3115 NW Norwood Pl.
Corvallis OR 97330
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