Hi,
Although Bacon&Watts (1971) assume a transition, the aim is to estimate
the breakpoint where the linear relationship changes. The start- and
end-point of the transition phase are not parameters to estimate ; it is
a trick to estimate the model.
As a possible alternative, you could have a look to package segmented
where pure piecewise straight-lines are fitted..
Hope this helps you..
vito
Benjamin Volland ha scritto:
Hello,
I'm trying to find an algorithm to estimate a switching regression model
based on the 1990 Economics Letters paper by Ohtani/Kakimoto/Abe or the
earlier version from 1985 (Ohtani/Katayama, Economic Studies Quarterly;
assuming as a transition path a polynomial of order 1).
I found an idea for using nls here:
http://www.biostat.wustl.edu/archives/html/s-news/2000-04/msg00223.html.
Unfortunately it's based on the 1971 Bacon&Watts model, which does not
allow obtaining explicitly both start- and end-point of the transition
phase. If anyone stumbled across such a function or has suggestions on
how to do it, I would greatly appreciate hearing about them.
Thanks so much
Ben Volland
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--
====================================
Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
Università di Palermo
viale delle Scienze, edificio 13
90128 Palermo - ITALY
tel: 091 6626240
fax: 091 485726/485612
http://dssm.unipa.it/vmuggeo
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