sse_calc: a subroutine of model()
In pdR: Threshold Model and Unit Root Tests in Cross-Section and Time Series Data
sse_calc R Documentation
a subroutine of model()
Description
SSE calculation
Usage
sse_calc(y, x)
Arguments
This function is a sub-routine for model(), calculating SSE of each regression
y
vector of dependent variable.
x
matrix of independent variables.
References
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/).
pdR documentation built on Sept. 11, 2024, 9:08 p.m.
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| sse_calc | R Documentation |
a subroutine of model()
Description
SSE calculation
Usage
sse_calc(y, x)
Arguments
This function is a sub-routine for model(), calculating SSE of each regression
y |
vector of dependent variable. |
x |
matrix of independent variables. |
References
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/).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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