This function is a sub-routine for model(), calculating SSE of each threshold regression.
thr_sse(y, q, r, cf, xt, ct, thresh, tt, n)
parameter.
qq1 in model().
parameter.
as defined in model().
as defined in model().
as defined in model().
as defined in model().
as defined in model().
as defined in model().
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/).