sse_calc function

a subroutine of model()

SSE calculation

sse_calc(y, x)

Arguments

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

• y: vector of dependent variable.
• x: matrix of independent variables.

References

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/).