Good day R-listers, My question is more a statistical question than an R related question, so please bear with me i'm currently applying the chow test of poolability in fact i'm working with panel N=17 T=5 , and my model looks like this : Yit= a0+B1X1+B2X2+B3X3+B4X4+eit
My question is the following when i'm Testing for the equality of the coefficients of the unpooled data (the last stage) many of my constraints get dropped, this indeed impact the degree of freedom of my F statistic , and would like to understand the reason? is this because the time dimension of my panel is too small? or because the number of my constraints is too high? Any hint will be highly appreciated. Ama ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
