--- [email protected] wrote:
> I was curious as to what function (if there are any) would be
> appropriate for estimating the thresholds in a linear regression (as
> suggested by Hansen 1996, 2000) by minimizing the sum of errors. I
> was thinking of using some spline function, but wasn't sure as to
> which one.
Syed:
The statalist FAQ states:
"Please do not assume that the literature familiar to you is familiar
to all members of Statalist. Do not refer to publications with just
minimal details (e.g., author and date). Questions of the form "Has
anyone implemented the heteroscedasticity under a full moon test of
Sue, Grabbit, and Runne (1989)?" admittedly divide the world. Anyone
who has not heard of the said test would not be helped by the full
reference to answer the question, but they might well appreciate the
full reference."
If you want to use a spline, but don't know which one, then -fracpoly-
might be what you are looking for.
HTH,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
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