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st: nl hockey estimation


From   Jordan Silberman <silberman.stata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: nl hockey estimation
Date   Thu, 9 Aug 2012 19:34:01 -0400

Hello,

I'm attempting to identify a breakpoint in a regression using the -nl
hockey- command (described here:
http://personalpages.manchester.ac.uk/staff/mark.lunt/nlhockey.hlp).

When I test this command using simple simulated data, I find that the
command doesn't identify the correct breakpoint. Here's an example:

set obs 100
gen x = _n
gen y = x if x < 50
replace y = x*3 if x > 49
nl hockey y x

The breakpoint should clearly be at 50; however, command output
identifies the breakpoint at 32.7.

So, 2 questions:

1. Why might the -nl hockey- command be computing the wrong breakpoint?

2. Can anyone recommend an alternate approach to identifying the
breakpoint in a 2-piece regression? Best would be something that's
been implemented in Stata in a straightforward way.

Thanks,
Jordan
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