You are not currently logged in.
Access JSTOR through your library or other institution:
If You Use a Screen ReaderThis content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Tests of Equality Between Sets of Coefficients in Two Linear Regressions
Gregory C. Chow
Vol. 28, No. 3 (Jul., 1960), pp. 591-605
Published by: The Econometric Society
Stable URL: http://www.jstor.org/stable/1910133
Page Count: 15
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Preview not available
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.
Econometrica © 1960 The Econometric Society