Dear all,
I would like to compare the switching regression model with a simple
OLS. To run the switching regression I use the _movestay_ procedure in
Stata. After that, I use _fitstat_ to compare. However, I received a
message stating that _fitstat_ doesn't work with _movestay_. I would
highly appreciate if you could suggest me a way to compare the
switching regression and OLS modeld.
Thanks so much and Have A Wonderful Day!
Sincerely yours,
Quang
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