黃河泉 发表于 2016-12-17 08:51
你需要到 Hansen 的网站(楼主那里有提到)自己下载程序并自己安装才能使用!
(1) threshololdreg.ado
Stata command "thresholdreg" computes estimates and confidence intervals for threshold models.
In Stata, You run it by typing:
"thresholdreg y x, q(z) h(ind)"
example: thresholdreg y x1 x2, q(z) h(1)
The inputs are:
y = dependent variable
x = independent variables
z = threshold variable
ind = heteroskedasticity indicator
Set ind=0 to impose homoskedasticity assumption
Set ind=1 to use White-correction for heteroskedasticity (default if option omitted)
您好,我想请教一下,这个指令在哪里输入核心解释变量?程序跑出来一直是错的,您知道么?
http://bbs-cdn.datacourse.cn/static/image/smiley/default/em06.gif