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threshold estimation

Posted: Tue Feb 05, 2013 4:08 am
by JIHO KWON
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

Re: threshold estimation

Posted: Tue Feb 05, 2013 9:03 am
by EViews Gareth
EViews does not have threshold regression built in.