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.
I find two useful articles from Stata’s official website:
Suppose we do following regressions separately in two groups:
regress y x1 x2 if group==1 and
regress y x1 x2 if group==2
Then following commands will test the equality of coefficients on
regress y c.x1##i.g2 c.x2##i.g2
contrast g2 g2#c.x1 g2#c.x2, overall
Stata’s official website gives an example of the output:
In this example, to test the equality of coefficients on
x2, 6.06 and 2.80 are the F-stats that we are looking for.