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THSEARCH: Stata module to evaluate threshold search model for non-linear models based on information criterion

Ho Fai Chan, Brenda Gannon, David Harris () and Mark Harris ()
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David Harris: University of Melbourne

Statistical Software Components from Boston College Department of Economics

Abstract: thsearch implements the threshold search model based on information criterion for optimal threshold model selection. See Gannon, Harris and Harris (Health Econ., 2014) for details.

Language: Stata
Requires: Stata version 7
Keywords: threshold search; information criterion; regression; xtreg (search for similar items in EconPapers)
Date: 2017-08-05
Note: This module should be installed from within Stata by typing "ssc install thsearch". The module is made available under terms of the GPL v3 ( Windows users should not attempt to download these files with a web browser.
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Handle: RePEc:boc:bocode:s458390