Hi,

Good Afternoon,

Your question: How to perform a chow test on the variable? 

Kindly see the links:

http://www.iuj.ac.jp/faculty/kucc625/method/panel/chow_test.pdf

https://www.kellogg.northwestern.edu/faculty/dranove/htm/dranove/coursepages/Mgmt%20469/Chow%20test.pdf

http://learningresources.lse.ac.uk/131/8/Chapter%205%20Chow%20test%20and%20dummy%20variable%20group%20test%20(EC220).pps

Thanks a lot.

I have one variable and It is time series.

I see a break point in my data but I don't know How can I show It!

Another way is to adopt an exploratory  modelling approach that instead of confirmatory testing for a break you have specified, tries to identify the breakpoint (where the stick is broken)and the degree of support that it has

here are a couple of recent references that will get you into this literature

Ardo van den Hout; Graciela Muniz‐Terrera; Fiona E. Matthews (2011) Smooth random change point models Stat Med. 2011 Mar 15;30(6):599-610. doi: 10.1002/sim.4127

"Change point models are used to describe processes over time that show a change in direction. An example of such a process is cognitive ability, where a decline a few years before death is sometimes observed. A broken-stick model consists of two linear parts and a breakpoint where the two lines intersect. Alternatively, models can be formulated that imply a smooth change between the two linear parts. Change point models can be extended by adding random effects to account for variability between subjects. A new smooth change point model is introduced and examples are presented that show how change point models can be estimated using functions in R for mixed-effects models. The Bayesian inference using WinBUGS is also discussed".

and

http://www.academia.edu/3538569/Bayesian_and_non-Bayesian_analysis_for_random_change_point_problem_using_standard_computer_packages

Run a regression on the intercept only and then test for the break point on the residuals using  the chow test.  You can easily do this in Gretl.

And how to perform a chow test for panel data in stata?