I've tested my model for breaks in any of the regression coefficients, for breaks in each regression coefficient independently, but now I have to test for breaks in all the regression coefficients at once. Does anyone know How to achieve this?

Before I regressed my standard model while including the interaction break terms, and concluded with an F test on the interaction terms to test for breaks.

Y=a+B1*X1+B2*X2+B3*X3+B4*X4+B5*X5 + G*a*DUMMY + G1*X1*DUMMY + G2*X2*DUMMY + G3* X3 * DUMMY + G4*X4*DUMMY + G5* X5 *DUMMY

with an F test I tested my null hypothesis that G=G1=G2=G3=G4=G5=0

If I could reject my hypothesis, it means that any of the G's is not equal to 0.

Thus, how do I test that all of my G's are not equal to 0?

I hope someone can be of help!

Thanks in advance,

Andrea Vergouwen