panel threshold regression
Posted: Sun Nov 06, 2011 9:30 pm
I am using Eviews 7 and trying to estimate a panel threshold regression with the threshold value changing within an interval. So I ran the first equation with the threshold value at z=5 as:
equation eq5.LS(?,WGT=CXDIAG,COV=CXWHITE,NODF,UNBALSUR) y y(-1) x1*(z>5) x1*(z<5) x2*(z>5) x2*(z<5) z*(z>5) z*(z<5)
now I want to write a program that will estimate this equation and repeat 100 times, each time increasing the threshold by 1, that is the next equation would look like
eq6.LS(?,WGT=CXDIAG,COV=CXWHITE,NODF,UNBALSUR) y y(-1) x1*(z>6) x1*(z<6) x2*(z>6) x2*(z<6) z*(z>6) z*(z<6)
and the third would change the 6 to 7 and so on.
Any help with this would be much appreciated.
Thanks
equation eq5.LS(?,WGT=CXDIAG,COV=CXWHITE,NODF,UNBALSUR) y y(-1) x1*(z>5) x1*(z<5) x2*(z>5) x2*(z<5) z*(z>5) z*(z<5)
now I want to write a program that will estimate this equation and repeat 100 times, each time increasing the threshold by 1, that is the next equation would look like
eq6.LS(?,WGT=CXDIAG,COV=CXWHITE,NODF,UNBALSUR) y y(-1) x1*(z>6) x1*(z<6) x2*(z>6) x2*(z<6) z*(z>6) z*(z<6)
and the third would change the 6 to 7 and so on.
Any help with this would be much appreciated.
Thanks