Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: nl hockey estimation

From   Jordan Silberman <>
Subject   st: nl hockey estimation
Date   Thu, 9 Aug 2012 19:34:01 -0400


I'm attempting to identify a breakpoint in a regression using the -nl
hockey- command (described here:

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.

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index