When is the Chow Test UMP?

Authors
Citation
L. Wilson, A., When is the Chow Test UMP?, American statistician , 32(2), 1978, pp. 66-68
Journal title
ISSN journal
00031305
Volume
32
Issue
2
Year of publication
1978
Pages
66 - 68
Database
ACNP
SICI code
Abstract
The Chow test compares regressions developed from two samples from possibly different populations.Its use has traditionally been recommended only when the number of observations in one of the samples does not exceed the number of predictor variables.It is shown that when that condition is not satisfied, the test remains uniformly most powerful (UMP) among a certain class of tests against an important class of alternatives.