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So, i won't get t-statistic n pvalue? How i fix it, Gareth?

Many thanks,

Hello.. I tried to estimate this code scalar sig_level = .05 ' LS method to find the threshold smpl @all if y<>na and pd<>na and x1<>na and x2<>na and x3<>na and x4<>na scalar smallest_ssr = 9999999999 scalar lambda_ls = 0 matrix(1100,2) ssr matrix(1100,2) likelihood for !lambda = 5 to 16 step .01 s...

Gareth, how can I solve perfect collinearity? Is it just excluding one or more variable that indicated cause it's problem?

Oh i see..thank you very much Gareth

I made collinearity matrix, Gareth and I found that their collinearity range between 0.2-0.5

Yes I'm sure Gareth. I try to estimate this syntax with excluding PD in endogenous variable too (PD only as a threshold variable) and I check it's collinearity and there is no perfecf collinearity (below 0.5).

Hello.. I try to estimate this model: yit = ai(Dit<=PD*) + ai(Dit>PD*) + b1iXit(Dit<=PD*) + b2iXit(Dit>PD*) + b3iDit(Dit<=PD*) + b4i(Dit>PD*) + uit where Xit is control variable i=1..5 the main purpose this estimation is to search PD* that minimize SSR, with this codes: scalar sig_level = .05 ' LS m...

Hello, I want to estimate threshold regression model in which the independent variable has two coefficients instead of one. Example if we have the regression y=α+β*x what i want is to convert it in y= α+β1*χ*d*(x<p1)+β2*x*d*(p1<x<p2)+β3*χ*d*(x>p2). d= dummy, p1 and p2 are chosen when it minimaze SSR...