The following equation were estimated using the data in ECONMATH. The first equa

Question

The following equation were estimated using the data in ECONMATH. The first equation is for men and the second is for women. The third and fourth equations combine men and women. score = 20.52 + 13.60 colgpa + 0.670 act (3.72) (0.94) (0.150) n = 406. R^2 = .4025, SSR = 38, 781.38. score = 13.79 + 11.89 colgpa + 1.03 act (4.11) (1.09) (0.18) n = 408, R^2 = .3666, SSR = 48, 029.82. score = 15.60 + 3.17 male + 12.82 colgpa + 0.838 act (2.80) (0.73) (0.72) (0.116) score = 15.60 + 3.17 male + 12.82 colgpa + 0.838 act (2.80) (0.73) (0.72) (0.116) n = 814, R^2 = .3946, SSR = 87, 128.96. score = 13.79 + 6.73 male + 11.89 colgpa + 1.03 act + 1.72 male middot colgpa - 0.364 male middot act (3.91) (5.55) (1.04) (0.17) (1.44) (0.232) n = 814, R^2 = .3968, SSR = 86, 811.20. (i) Compute the usual Chow statistic for testing the null hypothesis that the regression equations are the same for mean and women. Find the p-value of the test. (ii) Compute the usual Chow statistic for testing the null hypothesis that the slope coefficients are the same for men and women, and report the p-value. (iii) Do you have enough information to compute heteroskedasticity-robust versions of the tests in (ii) and (in)? Explain.

Explanation / Answer

Go through the following pdf.

http://home.iitk.ac.in/~shalab/econometrics/Chapter12-Econometrics-TestsforStructuralChangeandStability.pdf

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