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Author/Affiliation: Godwin Emeka NworuhOpen AccessArticle
9 Pages, 958 KB 
Permutation Methods for Chow Test Analysis an Alternative for Detecting Structural Break in Linear Models
Abstract:
This study examined the performance of two proposed permutation methods for Chow test analysis and the Milek permutation method for testing structural break in linear models. The proposed permutation methods are: (1) permute object of dependent variable and (2) permute object of the predicted dependent variable. Simulation from gamma distribution and standard normal distribution were…
Read More(This article belongs to Section Statistics & Probability (STP))