终于找到了这个stata程序,能跑Threshold Regression 相信需要的不是我一个人 发出来大家共享 哈哈~~~~~
另附一个Mehmet Caner and Bruce E. Hansen "Instrumental Variable Estimation of a Threshold Model"Econometric Theory, 2004 (门限回归的一篇文章) 用的程序
Installations of Software Packages for Threshold Regression (TEST VERSION)
http://sph.umd.edu/epib/faculty/mltlee/test/tr_programs.html
另附一个Mehmet Caner and Bruce E. Hansen "Instrumental Variable Estimation of a Threshold Model"Econometric Theory, 2004 (门限回归的一篇文章) 用的程序
有Matlab R Gauss版的(没有stata版的 呵呵)http://www.ssc.wisc.edu/~bhansen/progs/et_04.html
补充内容 (2013-2-8 11:40):
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第一个链接地址更新为:http://sph.umd.edu/epib/faculty/mltlee/tr_programs.html
谢谢 chenp2005 的指正~!
补充内容 (2013-2-8 11:42):
How to install threshold regression software package and test datasets for STATA:
Run the following two commands in STATA:
net install stthreg,replace force from(http://sph.umd.edu/epib/faculty/mltlee/TR_codes/TR_STATA/)
net get stthreg,replace force from(http://sph.umd.edu/epib/faculty/mltlee/TR_codes/TR_STATA/)
Then, you should have installed "stthreg" package and test datasets in STATA.
Next, run the following commands to check help files for the "stthreg" package for STATA:
help stthreg
help trhr
help trpredict
help sttrkm