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'
Universit? di Palermo
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