SWITCHR: Stata module to estimate switching regression models

Fred Zimmerman ()
Additional contact information
Fred Zimmerman: Stanford University

Statistical Software Components from Boston College Department of Economics

Abstract: This revised version of switchr calculates switching regression estimates for a two-component model in which observations are drawn from two different regression regimes (or components), but separation into the separate regimes is unobserved. Such a situation is also called a mixture model.

Language: Stata
Requires: Stata version 5.0
Date: 1998-06-02, Revised 2003-12-21

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/switchr.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_sw_lik.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_sw_lik2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/e/elapse.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/switchr.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/e/elapse.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s345201

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