Good day R-listers,
My question is more a statistical question than an R related question,
so please bear with me
i'm currently applying the chow test of poolability
in fact i'm working with panel N=17 T=5 , and my model looks like
this : Yit= a0+B1X1+B2X2+B3X3+B4X4+eit
My question is the following when i'm Testing for the equality of
the coefficients of the unpooled data (the last stage) many of my
constraints get dropped, this indeed impact the degree of freedom of
my F statistic , and would like to understand the reason?
is this because the time dimension of my panel is too small? or
because the number of my constraints is too high?
Any hint will be highly appreciated.
Ama