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Chow test
From: |
John Darrington |
Subject: |
Chow test |
Date: |
Sun, 1 Apr 2012 05:20:59 +0000 |
User-agent: |
Mutt/1.5.18 (2008-05-17) |
On Sat, Mar 31, 2012 at 02:23:11PM +0100, Rob Malpass wrote:
4) Does pspp support a Chow test for splitting a population into two
groups,
running a regression on each and testing for statistically significant
differences in the coeffs etc?
Not explicitly.
However, it's easy to split the data set according to some predicate
(use SPLIT FILE). Then run your REGRESSION command.
Then you'll have to calculate F (either manually or using PSPP's
COMPUTE command, and look up the significance (in tables, or by
PSPPs CDF.F function).
J'
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