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So wait, if i understand you correctly you are saying that it is possible that what considered regime 1 and what is considered regime 2 may effectively be swapped from regression to regression? Is there any way at all to avert this or at least some way to code around it (to rematch the regimes prop...

Not sure how much I can add since this really seems like a data issue. One note that we do point out in the manual - the regime identities are not identified. That is, regime 1 and regime 2 can be swapped in any estimation with not change to the estimates. So if all you are doing is checking the fi...

I updated the settings as suggested, but the problem does not appear to be going away. Is there anything else I might be able to do to try to make it work?

Thanks for the reply! To be clear where should I put the c=0, before the loop or in the loop between 'equation' and the switchreg specification?

Hello all, I am working on a project that basically involves running the same regression on a large number of data sets, where each set is really the same data set taken at a different date. (So it's just a matrix of real-time data for the same set). The real-time data set I'm using in for the Leadi...