Hello
I am searching for the Panel smooth transition regression Stata code.
Does anyone know of any available code for Stata?
Thank you
Zeinab Shabani Koshalshahi In Stata, there are user-written procedures that may be used to estimate PSTR models.
Dr. Tae-Hwy Lee's xtpstr command, which is accessible on the SSC (Stata Statistical Command) repository, is one such example. It can estimate PSTR models with both individual and temporal effects. Stata may be used to install the command by issuing the following command:
ssc install xtpstr
Dr. Fabio Canova's pstr command, which is also accessible on the SSC repository, is another option. It can estimate PSTR models with both individual and temporal effects. Stata may be used to install the command by issuing the following command:
ssc install pstr
Both of the preceding instructions allow you to estimate PSTR models with both individual and temporal effects, as well as other types of transitions (linear, polynomial, logistic, and so on).
Before using these commands, it is strongly advised to consult the help files and study the related references.
Yanping Wang
Hello
Panel (time and sector)
nonlinear
Thanks
Qamar Ul Islam Hello, thanks
I type this command in Stata But it didn't work for me
Is it necessary to install a package?
Zeinab Shabani Koshalshahi It's conceivable that the command you're attempting to use is part of a package that requires installation. To see if a package is installed, use the command which package-name; if the package is not installed, use the command ssc install package-name to install it. If the package is not accessible in the SSC repository, you can install it from another site using the net install command. It's also conceivable that the command isn't a legitimate Stata command; in this instance, consult the Stata manual or look for assistance fixing the problem online.
The panel smooth transition regression (PSTR) is a regression model that allows for a smooth transition between different regimes in a panel data setting. To fit a PSTR model in Stata, you can use the xtpdensity command from the xtdpd package. Here's an example of how you could use the xtpdensity command to fit a PSTR model:
sysuse auto, clear
xtpdensity mpg weight, transition(gear_ratio)
In this example, mpg is the dependent variable, weight is the independent variable, and gear_ratio is the transition variable that determines the different regimes in the model. The transition option specifies the transition variable, and the xtpdensity command fits the PSTR model.
Note that you need to install the xtdpd package in Stata prior to using the xtpdensity command. You can install the package by typing the following command in the Stata command window:
ssc install xtdpd
Hello @Mayur Wanjari
I use STATA15 and When I type this command (ssc install xtdpd), I get the following error:
ssc install: "xtdpd" not found at SSC
also When I type this command:
sysuse auto, clear
xtpdensity mpg weight, transition(gear_ratio)
I get the following error:
command xtpdensity is unrecognized
Hi Zeinab Shabani Koshalshahi
Did you find the codes for Panel smooth transition regression? If yes, Could you please help me out with that? I'm struggling to get those for quite some days now.
Thanks
It's not Stata, but in this program ("FittingKVdm") there are several models for a smooth transition (& examples):
www.lerenisplezant.be/fitting.htm
Hello Kumar Shaurav
No, but this website explains how to estimate this model in Matlab.
https://eco-uni.ir/course/%DA%A9%D8%A7%D8%B1%DA%AF%D8%A7%D9%87-%D8%A2%D9%85%D9%88%D8%B2%D8%B4%DB%8C-%D8%B1%D9%88%D8%B4%E2%80%8C%D9%87%D8%A7%DB%8C-%D8%BA%DB%8C%D8%B1%D8%AE%D8%B7%DB%8C-tar%D8%8C-star%D8%8C-ptar-%D9%88-pstar/
You can use the “PSTR” package to implement the Panel Smooth Transition Regression model in Stata. The package offers tools for conducting model specification tests, estimating the PSTR model, and evaluating the results
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