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


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Threshold regression using NL - How to specify indicator variable?
Date   Tue, 4 Sep 2012 09:01:10 +0200

On Tue, Sep 4, 2012 at 1:30 AM, Hoffman, George wrote:
> Have you looked at
> http://www.ats.ucla.edu/stat/stata/faq/nl_optimal_knots.htm
>
> the general form is explained about half way done the page.
>
> nl (y = ({a1} + {b1}*x)*(x < {c}) + ///
>           ({a1} + {b1}*{c} + {b2}*(x-{c}))*(x >= {c})), ///
>            initial(a1 25 b1 -2 c 10 b2 2)

An alternative specification is discussed here:
<http://www.stata.com/statalist/archive/2008-01/msg01006.html>

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
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