When is the Chow Test UMP?
The American StatisticianPublished 1 May 1978
Allan Wilson
Citations22
SJR quartileQ1
SJR score0.78
SNIP1.50
Generate an AI Snapshot to get a quick, structured summary of this paper.
Study Snapshot
ObjectiveStudy objective
MethodsResearch methodology
PopulationPopulation studied
Sample sizeSample sizes
OutcomesStudy outcomes here
ResultsStudy results comes here
LimitationsResearch study limitations comes here
A concise AI-generated summary of the paper will appear here once you click Generate AI Snapshot.
Abstract
Abstract The Chow test compares regressions developed from two samples from possibly different populations. Its use has traditionally been recommended only when the number of observations in one of the samples does not exceed the number of predictor variables. It is shown that when that condition is not satisfied, the test remains uniformly most powerful (UMP) among a certain class of tests against an important class of alternatives.
Keywords
Decision Sciences
BiometrikaON THE ANALYSIS OF MULTIPLE REGRESSION IN <i>k</i> CATEGORIES
35 Citations1957S. Kullback, Harry M. Rosenblatt
The American StatisticianAn Alternative Proof and Generalization of a Test for Structural Change
30 Citations1976Andrew Harvey