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st: regime switching regression


From   emmanuel lartey <[email protected]>
To   [email protected]
Subject   st: regime switching regression
Date   Mon, 18 Nov 2002 03:05:48 -0800 (PST)

I am working on switching regression models using
stata and I'm not too clear  as to how to interprete
the output, especially the table of probabilities of 
belonging to the first regime. 
 Also, how do I determine if indeed there exists two
regimes.Are there any tests I need to perform or it 
comes straight from the regressions. 
I am at my wits end.
Please save my day.  Many thanks.

Emml

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