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Re: st: Threshold regression


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: Threshold regression
Date   Thu, 7 May 2009 08:28:26 +0000 (GMT)

--- On Thu, 7/5/09, Alessandro Gambini wrote:
> 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.

What the people on Statalist have in common is that they
use Stata, but they tend to come from very different 
disciplines. As a consequence, a reference in terms of 
only an author and year of publication that is 
completely obvious in your (sub-sub-)discipline is 
probably completely meaningles to most members of this
list. That is why the Statalist FAQ askes everybody
to provide full references and not just an author/year
reference (a link to that FAQ is at the bottom of every 
message on statalist).

Also when refering to a user written program, you are asked
to tell us where you got it from. This has two reasons, 1) 
we may not be able to find that program, especially if that 
user written program has not been submitted to either SSC 
or the Stata Journal, and 2) there may be multiple versions
floating around in cyber space, and a problem someone 
reports may already have been solved in a newer version 
available from another source.

-- Maarten

-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      

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