# testing joint hypotheses
open "cps4_small.gdt"
series blk_fem = black*female
ols wage const educ black female blk_fem
restrict
  b[3]=0
  b[4]=0
  b[5]=0
end restrict

ols wage const educ black female blk_fem south midwest west
omit south midwest west
scalar sser = $ess

# creation of interactions using a loop
list x = const educ black female blk_fem
list dx = null
loop foreach i x
  series south_$i = south * $i
  list dx = dx south_$i
endloop
modeltab clear
ols wage x dx
scalar sseu = $ess
scalar dfu = $df
modeltab add

# estimating subsets
smpl south=1 --restrict
ols wage x
modeltab add
smpl full

smpl south=0 --restrict
ols wage x
modeltab add
modeltab show

# Chow tests
smpl full
ols wage x
scalar sser = $ess
scalar fstat = ((sser-sseu)/5)/(sseu/dfu)
pvalue f 5 dfu fstat

ols wage x
chow south --dummy