.threshold pollution, threshvar(hour) regionvars(oldbus newbus car)Threshold regression Full sample: 01jan2017 00:00:00 - 31jan2017 23:00:00 Number of obs = 744 AIC = -1169.1616 Number of thresholds = 1 BIC = -1132.2652 Threshold variable: hour HQIC = -1154.9393 ...
We apply a growth model to estimate the threshold regression model for Iran, concerning the effect of inflation on economic growth. The inflation rate is used to find out the threshold point. The results show a non-linear relationship between inflation and economic growth in Iran, in which the...
In this article, we develop a general method for testing threshold effects in regression models, using sup-likelihood-ratio (LR)-type statistics. Although the sup-LR-type test statistic has been considered in the literature, our method for establishing the asymptotic null distribution is new and ...
Threshold regression models are a diverse set of non-regular regression models that all depend on change points or thresholds. They provide a simple but elegant and interpretable way to model certain kinds of nonlinear relationships between the outcome a
Create threshold transitions Since R2021b expand all in page Description threshold creates threshold transitions from the specified levels and transition type, either discrete or smooth. Use a threshold object to specify the switching mechanism of a threshold-switching dynamic regression model (tsVAR)....
And a warning which is based on the 1.01 threshold may be formulated cautiously, in the sense of "The current threshold of 1.01 is rather strict, so especially keep false positive alarms in mind." After all, if glm() fails in R, say because of separability in a logistic regression, it...
This paper studies semiparametric efficient estimation of the threshold point in threshold regression. The classical literature of semiparametric efficient estimation rests on the fact that the maximum likelihood estimator is efficient in any parametric submodel for a large class of loss functions. However...
aThe increasing importance of nonlinear time series models in econometrics is best illustrated by two examples: HiddenMarkov chain models and smooth transition regression models of the conditional mean. 非线性时间数列模型的增长的重要性在计量经济学最是好由二个例子说明的: HiddenMarkov链模型和平抑(稳定)...
This study investigated the nonlinear effects of innovation input indices on environmental quality using the panel smooth transition regression method. The study analyzed the effects of different innovation regimes on environmental quality in selected science-producing countries during 2011–2022 period. Five...
The threshold model is one of the most commonly used ordinal regression methods. It projects patterns onto a real axis and uses a list of thresholds to div