This function is a sub-routine for model(), calculating SSE of each regression
vector of dependent variable.
matrix of independent variables.
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/).
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.