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SWITCHR: Stata module to estimate switching regression models

Author

Listed:
  • Fred Zimmerman

    (Stanford University)

Programming Language

Stata

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.

Suggested Citation

  • Fred Zimmerman, 1998. "SWITCHR: Stata module to estimate switching regression models," Statistical Software Components S345201, Boston College Department of Economics, revised 21 Dec 2003.
    • Handle: RePEc:boc:bocode:s345201
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/s/switchr.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/_/_sw_lik.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_sw_lik2.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/e/elapse.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/switchr.hlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/e/elapse.hlp
    File Function: help file
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    Keywords

    Stata;

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