Is a Chow test the correct test to determine whether data can be pooled together?

Tips - Stata: Is a Chow test the correct test to determine whether data can be pooled together?

Source: Stata FAQs by Willam Gould

A Chow test is simply a test of whether the coefficients estimated over one group of the data are equal to the coefficients estimated over another, and you would be better off to forget the word Chow and remember that definition.

History: In the days when statistical packages were not as sophisticated as they are now, testing whether coefficients were equal was not so easy. You had to write your own program, typically in FORTRAN. Chow showed a way you could perform a Wald test based on statistics that were commonly reported, and that would produce the same result as if you performed the Wald test.

Full text: here

Other related articles about Chow test:

• Stata: How can I compute the Chow test statistic? (Chow tests are the same as the Wald test "test" command reports)
• Stata: Can you explain Chow tests?
• Chow test - Wikipedia
• Stata: In Stata, how do I conduct the Chow Test?
• Gregory C. Chow (1960). "Tests of Equality Between Sets of Coefficients in Two Linear Regressions"
• My thoughts: I use 'suest' and 'Chow' test to test differences of coefficients. [Stata 12 help - Contents; the Stata Journal archives]