<>For your conditions:
gen segment=(D>D* and E>E*)
replace segment= 2 if (D>D* and E<E*)
replace segment= 3 if (D>D* and E>E*)
replace segment= 4 if (D<D* and E<E*)
then try -movestay-
movestay y x1 x2 x3..., select(segment=x1 x2 ... z1 z2...)
林 亞潔 a écrit :

Dear statalisters:

I would like to run a switching regression on stata 8.

I've done lots of thinking however I still have no idea about it.

Here is my question :

For example, my dependent variable is y, and I also have other

variables:A,B,C,D,andE

I'd like to use D and E to be the criteria to distribute "y=a0+a1A+a2B+a3C"

into 4 segments:

Segment 1--D>D*,E>E*; Segment 2--D>D*,E<E*; Segment 3: D<D*,E>E*; Segment

4: D<D*, E<E*

So first of all, I want to know how I can run the criteria D* and E* ;

then second, I know I can use the command"switchr", but I don't exactly

know how to run this command

The instruction in "help" is too complicated to understand

Can you just give me a clear example to demonstrate how I could run

switching regression model?

Thank you for your help, and you'r help is very important to me

By the way, could you give me response ASAP? I really need your help!!

Sorry to bother everyone with such petty questions.

Angel

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