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Chow test


From: John Darrington
Subject: Chow test
Date: Sun, 1 Apr 2012 05:20:59 +0000
User-agent: Mutt/1.5.18 (2008-05-17)

On Sat, Mar 31, 2012 at 02:23:11PM +0100, Rob Malpass wrote:
      
     
     4) Does pspp support a Chow test for splitting a population into two 
groups,
     running a regression on each and testing for statistically significant
     differences in the coeffs etc?

Not explicitly.  

However, it's easy to split the data set according to some predicate
(use SPLIT FILE).  Then  run your REGRESSION command.

Then you'll have to calculate F (either manually or using PSPP's
COMPUTE command, and look up the significance (in tables, or by 
PSPPs CDF.F function).

J'


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