RainbowStats™ · Regression commands

FIXED_THRESHOLD_REGRESSION

Estimate two regimes at a fixed threshold.

Syntax

FIXED_THRESHOLD_REGRESSION(list,splitColumn,threshold)

Returned object

ThresholdRegressionOperator

Example

t=FIXED_THRESHOLD_REGRESSION(LIST(UNRATE,JTSJOR),1,4)
EXTRACT(t,"model")

Interpretation and limitations

The threshold is supplied by the caller, rather than selected by minimizing SSR. Uses the same returned model and extract interface as searched threshold regression.

Available extracts

Save the command result in a variable, then use EXTRACT(result, "key"). Availability can depend on the input form and fitted model.

slideshow
model
summary
threshold_model
ssr_profile
threshold_profile
below_model
below
above_model
above
pooled_residuals
pooled_model
pooled
threshold
below_slope
above_slope
below_tstat
above_tstat
pooled_ssr
split_ssr
ssr_improvement
ssr_improvement_pct
f_stat
f_statistic
below_observations
above_observations

In indexed patterns such as beta:n, replace n with the required index.

Learn more

Detailed guide and examples