Chow test

[Eva Smith]

regress c.Y c.time c.A c.B c.A#c.time c.B#c.time

Then i manually group some obs (Named it grp=1)
then generate grp2=grp1==0

I want to do Chow test

regress c.Y c.time c.grp1 c.grp1#c.A c.grp1#c.B c.grp1#c.A#c.time c.grp1#c.B#c.time c.grp2 c.grp2#c.A c.grp2#c.B c.grp2#c.A#c.time c.grp2#c.B#c.time ,noconstant

Is it correct ?

[Joro Kolev]

I dont think this is correct, and I think you are putting the factor operators pretty much randomly. Read the help for -factor variables-.

Then the Chow test is explained here:

https://www.stata.com/support/faqs/s...how-statistic/