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

Author

Listed:
  • Ho Fai Chan

    () (Queensland University of Technology)

  • Brenda Gannon

    () (University of Queensland)

  • David Harris

    () (University of Melbourne)

  • Mark Harris

    () (Curtin University of Technology)

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.

Suggested Citation

  • Ho Fai Chan & Brenda Gannon & David Harris & Mark Harris, 2017. "THSEARCH: Stata module to evaluate threshold search model for non-linear models based on information criterion," Statistical Software Components S458390, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:s458390
    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 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/t/thsearch.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/t/thsearch.sthlp
    File Function: help file
    Download Restriction: no

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