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st: Threshold regression


From   "Alessandro Gambini" <a.gambini@univpm.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: Threshold regression
Date   Thu, 7 May 2009 08:34:53 +0200 (CEST)

Dear Statalisters,
I would like to run a threshold rgeression as shown in Hansen (2000) in
order to split my sample of firms in subsamples by size.
I would like to know if the Stata "threg" command is the right one to do it.
If yes, can you explain to me waht do lnx0, mu, tiem and failure stand
for? the help does not explain it. Is there any reference that can help me
to understand?
Thank you.

Alessandro Gambini



Alessandro Gambini
Universita' Politecnica delle Marche
Dipartimento di Economia
Piazzale Martelli, 8
60131 Ancona ITALY
00390712207230
00393281258103
a.gambini@univpm.it

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