The test statistic is (ESS -ESSUR) / q (RUR -RR)/q ESSUR /(n-k)(1-Ri UR丿(n-k) 2. Tests involving linear functions of the regression parameters 3. Tests involving the equality of coefficients of different regression equations Chow- test (a special F-test) 2021/2/20 102021/2/20 10 The test statistic is 2. Tests involving linear functions of the regression parameters 3. Tests involving the equality of coefficients of different regression equations: Chow- test (a special F-test) 2 2 R UR UR R , 2 UR UR (ESS ESS ) / ( ) / ESS /( ) (1 ) /( ) q n k q R R q F n k R n k − − − = = − − −