Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Switching model


From   "Axel Heitmueller" <A.Heitmueller@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Switching model
Date   Fri, 7 Feb 2003 14:45:47 -0000

hi there,

I'm working on a switching model similar to the one in Maddala 
(1983), two stage methods for switching regression models. I've got 
two regimes

y1=x1b+u1 if P=1
y2=x2b+u2 if P=0

and it is basically very similar to a two stage heckman where in the 
first step a probit and the inverse mills ratio are fitted which is then 
included in the second step regression.  I was wondering if there is 
any routine other than `switchr' to tackle this kind of model as it 
requires a heckman adjusted VCE

cheers

axel

Axel Heitmueller, 
Centre for Economic Reform and Transformation, CERT
School of Management
Heriot-Watt University
Edinburgh
EH14 4AS
UK
phone +44(0)131 451 3969
fax +44 (0)131 451 3296
a.heitmueller@hw.ac.uk
www.som.hw.ac.uk/somah3/
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index