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So far I have done this vector v = @convert(z) vector v1 = @sort (v,"a","i") 'set buffer on either side of sample !j=11 for !i=!j to v1.@rows-!j equation eq{!i}.ls y = c(1) + c(2)*x*(z<(v1(!i))) + c(3)*x*(z(-1)>=(v1(!i))) eq{!i}.makeresids res{!i} next its working :D

Hello! I am estimating a threshold model of the form: y = c + a*x(z<theta) + b*x(z>=theta) where z lowest value< theta <z highest value what I want to do is to estimate this model for all values of "z" variable starting from the lowest value to the highest value, and storing the SSR of eac...