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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Threshold regression using NL - How to specify indicator variable? |

Date |
Mon, 3 Sep 2012 19:26:08 +0100 |

You don't need an explicit operator or function for indicators. (X < Z) is perfectly legitimate Stata code and such terms can be included freely in defining models to -nl-. Drop the I's from your expression and you are half-way there. Nick On Mon, Sep 3, 2012 at 7:03 PM, Ophelie Desmarais <ophelie.desmarais@googlemail.com> wrote: > I would like to create a simple non-linear threshold regression: > > y = a1+a2*X*I(X>Z)+a3*X*I(X<Z) > > where in the linear case a2=a3. Z is unknown and to be estimated. > > Is there anyway to do this with Stata's "nl" command? The tutorial > suggests that you can run relatively straightforward models like: nl > (y = {b0=1}*(1 - exp(-1*{b1=0.1}*x))) > > i.e. you just define the functional form in command line. But I am not > aware of an operator for an indicator variable, so I'm not sure how to > do this here. > > Any suggestions would be appreciated - I did check the previous posts > and run a Google search, but no success. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Threshold regression using NL - How to specify indicator variable?***From:*Ophelie Desmarais <ophelie.desmarais@googlemail.com>

**References**:**st: Threshold regression using NL - How to specify indicator variable?***From:*Ophelie Desmarais <ophelie.desmarais@googlemail.com>

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