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st: broken stick (piecewise linear) regression


From   "Raphael Fraser" <[email protected]>
To   [email protected]
Subject   st: broken stick (piecewise linear) regression
Date   Thu, 31 Jan 2008 15:15:13 -0500

I saw a thread with the above subject line concerning
piecewise linear regression posted in 2005 on Statalist.
I am facing the same problem now; that of estimating the unknown
change point. Mention was made of using -nl- but it uses
least squares method. The only way to solve this problem
is numerical optimization. The problem can be solved
quite easily in SAS using NLIN PROC.
Is there a Stata solution?

Raphael
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