thr_sse {pdR} | R Documentation |
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/).
[Package pdR version 1.9.2 Index]