sse_calc {pdR} | R Documentation |
SSE calculation
sse_calc(y, x)
This function is a sub-routine for model(), calculating SSE of each regression
y |
vector of dependent variable. |
x |
matrix of independent variables. |
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/).