Transcription of threshold — Threshold regression - Stata
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threshold — Threshold regression - Stata
Threshold regressionDescriptionQuick startMenuSyntaxOptionsRemarks and examplesStored resultsMethods and formulasReferencesAlso seeDescriptionthresholdextends linear regression to allow coefficients to differ across regions. Those regionsare identified by a Threshold variable being above or below a Threshold value. The model may havemultiple thresholds, and you can either specify a known number of thresholds or letthresholdfindthat number for you through the bayesian information criterion (BIC), Akaike information criterion(AIC), or Hannan Quinn information criterion (HQIC).
See [U] 20 Estimation and postestimation commands for more capabilities of estimation commands. ictype Description bic Bayesian information criterion (BIC); the default aic Akaike information criterion (AIC) hqic Hannan–Quinn information …
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