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  • Help on -mswitch- command to estimate Markov Switching Regression Models

    Hello,
    I use Stata 14. I have a panel dataset. I want to estimate for each id/country in the panel dataset.
    The syntax of -mswitch- is

    Code:
    mswitch dr depvar [nonswitch_varlist] [if] [in] [, options]
    While the syntax allows for “if”, when we estimate the command like this,
    Code:
    mswitch dr gcf if id==1, switch(gds)
    Stata returns the following:"
    sample may not include multiple panels
    r(459);
    Any help on how to estimate mswitch for each id will be greatly appreciated. I have given the following dataex.

    Code:
    clear all
    input year gcf gds id
    1970     24.4401             25.3058             1
    1971     24.113               23.5123             1
    1972     23.8915             24.2514             1
    1973     20.8938             22.797               1
    1974     22.2603             22.8739             1
    1975     29.441               29.2862             1
    1976     30.7294             33.9832             1
    1977     30.9417             33.2312             1
    1978     27.8002             30.6931             1
    1979     25.8568             26.038               1
    1980     25.2578             23.8361             1
    1981     22.6911             22.2402             1
    1982     21.7549             24.3244             1
    1983     20.8878             24.2031             1
    1984     19.9641             22.7975             1
    1985     17.5891             23.0518             1
    1986     17.4618             19.2997             1
    1987     19.5549             19.8523             1
    1988     18.64                 21.9598             1
    1989     15.5147             21.9936             1
    1990     13.997               19.7252             1
    1991     14.637                16.234              1
    1992     16.7024             15.1678             1
    1993     19.6881             17.2837             1
    1994     19.9656             16.8912             1
    1995     18.5004             18.0898             1
    1996     19.6239             18.9746             1
    1997     20.8261             18.6116             1
    1998     20.9708             18.4519             1
    1999     17.8629             16.1345             1
    2000     17.5335             16.8838             1
    2001     15.626               16.9317             1
    2002     10.8539             25.8663             1
    2003     14.147               25.3641             1
    2004     17.5513             24.5539             1
    2005     18.8883             24.8287             1
    2006     18.6805             24.3004             1
    2007     20.0991             24.4794             1
    2008     19.5728             23.2919             1
    2009     16.0531             21.118               1
    2010     17.7055             20.6022             1
    2011     18.3985             20.0907             1
    2012     16.502               18.4512             1
    2013     17.3058             17.2062             1
    2014     17.2629             17.667               1
    2015     17.0707             15.9958             1
    2016     17.027               16.0728             1
    1970     33.0302             32.6584             2
    1971     32.1507             31.5676             2
    1972     30.4769             30.9131             2
    1973     28.4367             30.8837             2
    1974     30.6222             31.9681             2
    1975     26.8495             27.2389             2
    1976     26.4694             26.2507             2
    1977     27.0078             25.7491             2
    1978     25.8578             24.2256             2
    1979     27.8961             25.8894             2
    1980     27.1315             26.7765             2
    1981     28.7249             26.0932             2
    1982     29.8832             26.0973             2
    1983     25.3424             22.185               2
    1984     26.6757             24.7847             2
    1985     28.0719             25.797               2
    1986     28.5564             24.5973             2
    1987     27.4192             24.2044             2
    1988     28.0229             26.5603             2
    1989     29.6652             28.1336             2
    1990     28.9971             27.609               2            
    1991     24.266               24.6199             2
    1992     22.3902             22.0242             2
    1993     23.6479             22.8305             2
    1994     24.3169             23.9467             2
    1995     26.047               24.0792             2
    1996     24.8513             24.3973             2
    1997     24.9167             25.1915             2
    1998     25.691               24.8117             2
    1999     26.2287             23.7805             2
    2000     26.32                 24.1593             2
    2001     23.4898             23.5761             2
    2002     24.5032             24.4951             2
    2003     26.0271             23.9203             2
    2004     27.1452             24.4285             2
    2005     27.526               24.7821             2
    2006     27.5974             25.7799             2
    2007     27.5122             25.8658             2
    2008     28.6065             26.0559             2
    2009     27.3251             27.5371             2
    2010     26.7663             25.7351             2
    2011     26.4142             27.382               2
    2012     27.6497             27.4007             2
    2013     27.8095             26.5114             2
    2014     26.6506             26.2223             2
    2015     26.1433             24.6219             2
    2016     25.2955             23.0301             2
    end
    Thank you,

  • #2
    Hi,
    I am also facing a similar problem.
    Any help will be greatly appreciated.

    Comment


    • #3
      Dear Statalist members,

      I would appreciate your help with this.
      Kindly help.
      Thank you.

      Comment

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