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by goldman1804
Thu Jul 24, 2014 12:54 am
Forum: Estimation
Topic: How to find optimal breakpoint in Segmented (piecewise)?
Replies: 3
Views: 2593

Re: How to find optimal breakpoint in Segmented (piecewise)?

When using the Quant-Andrews test when it asks what variables do you wish to vary across the breakpoint - what is the effect of using your x variable and a constant vs just your x variable? It seems to change the result substantially, but I cant figure out which one is correct
by goldman1804
Wed Jul 23, 2014 9:10 am
Forum: Estimation
Topic: How to find optimal breakpoint in Segmented (piecewise)?
Replies: 3
Views: 2593

How to find optimal breakpoint in Segmented (piecewise)?

Hi, I have an x and y variable who seem to be strongly linked until my x variable goes above a certain number, where the relationship breaks down (a breakpoint), and a new relationship begins (curve is much less steep). Is it possible to find the optimal breakpoint using EViews? And if so how would ...

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