This function is a sub-routine for model(), calculating SSE of each threshold regression.

1 |

`y` |
parameter. |

`q` |
qq1 in model(). |

`r` |
parameter. |

`cf` |
as defined in model(). |

`xt` |
as defined in model(). |

`ct` |
as defined in model(). |

`thresh` |
as defined in model(). |

`tt` |
as defined in model(). |

`n` |
as defined in model(). |

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/).

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

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