MATLAB: How to perform the Chow test using MATLAB 7.7 (R2008b)

Econometrics Toolbox

I would like to test whether the coefficients in two linear regressions on different data sets are equal by using the Chow test.

Best Answer

There is no function in MATLAB 7.7 (R2008b) that may be used to perform the Chow test.

As a workaround, you may download 'chow_test.m' from a set of subroutines (Weak form market efficiency tests) available at MATLAB Central that may be used to perform the requisite test:

 <http://www.mathworks.com/matlabcentral/fileexchange/9264>

Note that MathWorks does not guarantee or warrant the use or content of these submissions. Any questions, issues, or complaints should be directed to the contributing author.

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MATLAB: Can “Fitlm” predict untrained categorical values

This is because even though you have only chosen a training set that contains categorical variable "Var3" that ranges from 1 & 2, MATLAB will still store the information that 3 is a valid categorical value for "Var3" in the training set.

>> categories(training_set.Var3)

This issue can be generalize with an example below:

>> catArray = categorical({'a', 'b', 'c', 'd', 'd', 'd'})
>> newCatArray = catArray(1:3)
>> categories(newCatArray)  % notice that 'd' is still a valid category value for the sub-array "newCatArray"

Therefore, when you train your "model" , you can see that your model will still accept and contain parameters with "Var3" values from 1 to 3:

>> model

To avoid this, you can use "removecats" to first remove any unused categorical values from your training set:

>> training_set.Var3 = removecats(training_set.Var3);
>> model = fitlm(train_table, 'Var1 ~ Var2 + Var3');
>> data = predict(model, test_set)        % now you will get "NaN" values now when trying to predict an untrained category value

MATLAB: Is there a function for performing orthogonal regression in MATLAB

MATLAB 7.1(R14SP3) has a demo that illustrates the procedure to perform orthogonal regression using Principal Component Analysis.

In earlier versions, please download the attached documentation and demo files. The documentation file (HTML) describes the steps to perform orthogonal regression in MATLAB. The demo file serves as a good example.

Also, you might consider using the following user-developed function available at the MATLAB Central File Exchange:

http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=6716&objectType=file

Note that MathWorks does not guarantee or warrant the use or content of these submissions. Any questions, issues, or complaints should be directed to the contributing author.

Best Answer

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MATLAB: Can “Fitlm” predict untrained categorical values

MATLAB: Is there a function for performing orthogonal regression in MATLAB

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