Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

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

Re: st: Test for structural break in panel

From   Christoph Engel <[email protected]>
To   [email protected]
Subject   Re: st: Test for structural break in panel
Date   Sat, 10 Mar 2012 10:45:45 +0100

Dear David,

Do you have a theoretical reason to expect that the time trend has a kink at one point, for the entire panel? Then you could simply (1) generate a dummy that is 1 for all observations after the expected point in time (2) control for time, the dummy, and time interacted with the dummy. If the interaction term is significant, this shows that there is indeed the expected kink.


Am 3/10/2012 10:22 AM, schrieb David Ashcraft:
I am wondering, if someone can help me in how to know the structural break in panel data. I believe I can do that by incorporating dummy variables in my regression. Unfortunately, I am running a probit regression and dummy year variables are almost same for each year resulting in omitting variables. I have looked in the previous posting and found the following:

I believe, this is quite common analysis with panel data. There may be some command/user written program that can help me with this.
I shall really appreciate any support


*   For searches and help try:

Prof. Dr. Christoph Engel
Max-Planck-Institut zur
Erforschung von Gemeinschaftsgütern
Max Planck Institute for Research on Collective Goods
Kurt-Schumacher-Strasse 10
D 53113 Bonn
Tel. +49/228/91416-10
Fax +49/228/91416-11
e-mail:[email protected]

*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index