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Tests of Equality Between Sets of Coefficients in Two Linear Regressions
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Tests of Equality Between Sets of Coefficients in Two Linear Regressions
Tests of Equality Between Sets of Coefficients in Two Linear Regressions
GC
Gregory C. Chow
Gregory C. Chow
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1 July 1960
journal article
Published by
JSTOR
in
Econometrica
Vol. 28
(3)
,
591
https://doi.org/10.2307/1910133
Abstract
Having estimated a linear regression with p coefficients, one may wish to test whether m additional observations belong to the same regression. This paper prese...
Keywords
ADDITIONAL OBSERVATIONS
PAPER PRESE
TWO LINEAR
OBSERVATIONS BELONG
EQUALITY BETWEEN SETS
SETS OF COEFFICIENTS
ESTIMATED A LINEAR
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