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tahmi
Calcite | Level 5 tahmi
Calcite | Level 5

Threshold Regression

Posted 09-28-2020 05:31 PM (2403 views)

Tania,

I am new to SAS and wants to estimate a threshold regression based on Hansen 1999 model. Does SAS supports for such estimation than what is the procedure??

A clear guideline will really be appreciated.

Thanks.

 

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2 REPLIES 2
Norman21
Lapis Lazuli | Level 10 Norman21
Lapis Lazuli | Level 10

Re: Threshold Regression

Posted 10-11-2020 02:32 AM (2250 views)  |   In reply to tahmi

Welcome to the Community!

 

You might like to read the following:

https://sph.umd.edu/sites/default/files/files/TR-software-20061224.pdf

Norman.
SAS 9.4 (TS1M6) X64_10PRO WIN 10.0.17763 Workstation

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tahmi
Calcite | Level 5 tahmi
Calcite | Level 5

Re: Threshold Regression

Posted 10-11-2020 07:18 AM (2233 views)  |   In reply to Norman21
Thanks
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  • 2 replies
  • ‎09-28-2020 05:31 PM
  • 2404 views
  • 3 likes
  • 2 in conversation