threshold estimation

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JIHO KWON
Posts: 1
Joined: Tue Feb 05, 2013 3:55 am

threshold estimation

Postby JIHO KWON » Tue Feb 05, 2013 4:08 am

i am now trying to figure out threshold for following regression

However i don't know how to use a command to figure out threshold for X1 variable

the only thing i know is as follows

ls y c x1*(x1>5) x2

(If i just suspect that threshold will be five)

Please teach me a representative command to catch the threshold for independent variable such as X1

In doing so, i would get threshold accurately to 5 or 6 places of decimals

Thank you

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: threshold estimation

Postby EViews Gareth » Tue Feb 05, 2013 9:03 am

EViews does not have threshold regression built in.


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