thr_sse {pdR}

a subroutine calculating SSE

Description

This function is a sub-routine for model(), calculating SSE of each threshold regression.

Usage

thr_sse(y, q, r, cf, xt, ct, thresh, tt, n)

Arguments

y

parameter.

q

qq1 in model().

r

parameter.

cf

as defined in model().

xt

as defined in model().

ct

as defined in model().

thresh

as defined in model().

tt

as defined in model().

n

as defined in model().

References

Hanse B. E. (1999) Threshold effects in non-dynamic panels: Estimation, testing and inference. Journal of Econometrics,93, 345-368.

Original code from Dr. Hansen (http://www.ssc.wisc.edu/~bhansen/).