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From |
"Nick Cox" <[email protected]> |

To |
<[email protected]> |

Subject |
st: RE: broken stick (piecewise linear) regression |

Date |
Thu, 31 Jan 2008 20:27:05 -0000 |

I don't understand what distinction is being made here. My understanding is that nonlinear least squares is one flavour of numerical optimisation. Whether -nl- is an especially good way to proceed with the broken stick problem I cannot say, but on the face of it that is one clear solution. In any event Mata now includes much more on numerical optimisation than was available in 2005, so Raphael has several approaches to choose from in writing his program. I'll insert my own prejudice: it seems to me that if broken stick really is an appropriate model, rather than something smoother, then the breakpoint will be fairly obvious in any case, at least in terms of an initial value. Nick [email protected] Raphael Fraser I saw a thread with the above subject line concerning piecewise linear regression posted in 2005 on Statalist. I am facing the same problem now; that of estimating the unknown change point. Mention was made of using -nl- but it uses least squares method. The only way to solve this problem is numerical optimization. The problem can be solved quite easily in SAS using NLIN PROC. Is there a Stata solution? * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: RE: broken stick (piecewise linear) regression***From:*"Raphael Fraser" <[email protected]>

**References**:**st: broken stick (piecewise linear) regression***From:*"Raphael Fraser" <[email protected]>

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