SWITCHR: Stata module to estimate switching regression models

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SWITCHR: Stata module to estimate switching regression models

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Fred Zimmerman () (Stanford University)

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.

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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S345201.

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Programming language: Stata
Requires: Stata version 5.0
Date of creation: 02 Jun 1998
Date of revision: 21 Dec 2003
Handle: RePEc:boc:bocode:s345201

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This paper has been announced in the following NEP Reports:

NEP-ALL-1998-06-08 (All new papers)

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This page was last updated on 2009-11-14.

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