st: Re: Fitstat with switching regression model

["Zurab Sajaia" <zsajaia@hotmail.com>]

Quang,

I've answered  the message you sent to my personally but here it is again,

I don't know what particular features of -fitstat- you were going to use but 
one simple thing that can be done is the Wald or LR test, to test whether 
rhos are significantly different from zero (in fact, -movestay- reports the 
results of these tests).

-movestay- returns more or less all the standard statistics like any other 
estimation command, -fitstat- is user-written program and I don't know 
whether it just forks for a limited list of commands or there is something 
that -movestay- fails to return. If it's second, I'll gladly make the 
necessary modifications in it.

Zurab

----- Original Message ----- 
From: "Quang Nguyen" <quangn@gmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, December 14, 2006 8:26 PM
Subject: st: Fitstat with switching regression model



> 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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