Programming the statistical procedures from SAS

Switching regression in SAS to identify structural break

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Switching regression in SAS to identify structural break

I'm trying to apply switching regression to identify unknown structural break in terms of time index.  Specifically, my data is cross-sectional time series on price and controlling factors including fixed effect dummies.  Some qualitative research shows that there might have been a structural break around some particular time (i.e. the structure changed permanently from this time point forward) . In order to verify this finding, I assume that there is an unknown structural break and try to identify it based on some statistical method.  Switching regression appears to be the right tool for this purpose.  Does anyone know how to implement it in SAS?  I found a SAS example here: Example 4.2: Switching Regression Example.  I tested it by assuming "latent function" to be p1*date+p2 and expected that the -p2hat/p1hat would identify the structural break.  Is it a valid application?  Or is there better way to implement it?  Any inputs are highly appreciated.

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