Calculate Quandt's breakpoint statistic (lambda) (STB-17: sts7) ------------------------------------------------ ^quandt^ varlist ^if^ ^in^ [ ^, g^enerate(varname) ] calculates Quandt's breakpoint statistic, called lambda. The observation at which lambda is at a minimum is considered a likely breakpoint. ^quandt^ returns the observation number of the minimum value of lambda in S_1 and the value of lambda at that observation in S_2. Options ------- ^g^enerate(varname) specifies a new variable in which to store the series of lambdas. Author ------ Sean Becketti, Stata Technical Bulletin FAX 913-888-6708 References ---------- Quandt, Richard E. (1958). "The estimation of the parameters of a linear regression system obeying two separate regimes," ^Journal of the American^ ^Statistical Association^. Volume 53, pp. 873-880. Quandt, Richard E. (1960). "Tests of the hypothesis that a linear regression system obeys two separate regimes," ^Journal of the American Statistical^ ^Association^. Volume 55, pp. 324-330. Also see -------- STB: sts7 (STB-17) On-line: ^help^ for ^ts^