Tests of equality between sets of coefficients in two linear regressions
GC Chow - Econometrica: Journal of the Econometric Society, 1960 - JSTOR
GC Chow
Econometrica: Journal of the Econometric Society, 1960•JSTORHaving estimated a linear regression with p coefficients, one may wish to test whether m
additional observations belong to the same regression. This paper presents systematically
the tests involved, relates the prediction interval (for m= 1) and the analysis of covariance
(for m> p) within the framework of general linear hypothesis (for any m), and extends the
results to testing the equality between subsets of coefficients.
additional observations belong to the same regression. This paper presents systematically
the tests involved, relates the prediction interval (for m= 1) and the analysis of covariance
(for m> p) within the framework of general linear hypothesis (for any m), and extends the
results to testing the equality between subsets of coefficients.
Having estimated a linear regression with p coefficients, one may wish to test whether m additional observations belong to the same regression. This paper presents systematically the tests involved, relates the prediction interval (for m = 1) and the analysis of covariance (for m > p) within the framework of general linear hypothesis (for any m), and extends the results to testing the equality between subsets of coefficients.
JSTOR