The RATS Software Forum

Hello!

I am running an endogenous Threshold Regression using a grid search to find the best breakvalue. Now I want to compare this model to OLS through F-statistics. I know I should use Hansen's bootstrap method rather than the standard F-distribution table to compute critical value. I was wondering if there is any way to find the critical value in Rats using Hansen's bootstrap.

Thanks,

Hedieh

That's exactly what @THRESHTEST does.

So the critical value is the Maximum F-test in the output?

Yes.

Thank you!