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A University student is required to test for structural stability in the following regression model as part of his research assignment: The student split sample
A University student is required to test for structural stability in the following regression model as part of his research assignment:
The student split sample of 200 observations into half for the sub-sample regressions.He then obtains the residual sum of squares for the three regressions corresponding to the Chow test. RSSR=156.4, RSS1= 76.2 and RSS2= 61.9. What value of ChowF-test statistic will he get?
a.
5.3
b.
7.6
c.
4.3
d.
8.6
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