黃河泉 发表于 2018-8-13 17:35
的确至少有两个门槛值 (你应该试试 3 个之情形),而门槛值为 Th-21 与 Th-22 所示!
黄老师我在做门槛检验的时候遇到一个问题,不知道您是否能够解答。
Threshold effect test (bootstrap = 200 200):
-------------------------------------------------------------------------------
Threshold | RSS MSE Fstat Prob Crit10 Crit5 Crit1
-----------+-------------------------------------------------------------------
Single | 1.4457 0.0057 7.18 0.1800 8.3226 9.7116 11.6515
Double | 1.3680 0.0054 14.31 0.0200 9.8066 12.1244 16.6255
-------------------------------------------------------------------------------
Fixed-effects (within) regression Number of obs = 264
Group variable: 省份 Number of groups = 22
R-sq: within = 0.1608 Obs per group: min = 12
between = 0.0779 avg = 12.0
overall = 0.0276 max = 12
F(10,232) = 4.45
corr(u_i, Xb) = -0.8305 Prob > F = 0.0000
-------------------------------------------------------------------------------
lntfp | Coef. Std. Err. t P>|t| [95% Conf. Interval]
--------------+----------------------------------------------------------------
lnycd | .000641 .0181073 0.04 0.972 -.0350348 .0363169
lngdp | .0007519 .0255287 0.03 0.977 -.0495458 .0510495
lnzb | .00349 .00565 0.62 0.537 -.0076419 .014622
lninfra | .0831409 .0289312 2.87 0.004 .0261395 .1401424
lnwage | -.1047587 .0901295 -1.16 0.246 -.2823356 .0728181
lnfisc | -.036897 .0740878 -0.50 0.619 -.1828678 .1090738
lnrd | .0089951 .0405054 0.22 0.824 -.0708103 .0888005
|
_cat#c.lnifdi |
0 | .0019942 .0074586 0.27 0.789 -.0127012 .0166895
1 | -.0120582 .0083431 -1.45 0.150 -.0284962 .0043797
2 | .0061586 .0074479 0.83 0.409 -.0085156 .0208328
|
_cons | -.3202027 .4630547 -0.69 0.490 -1.232532 .5921271
--------------+----------------------------------------------------------------
sigma_u | .05807838
sigma_e | .07678953
rho | .36388316 (fraction of variance due to u_i)
-------------------------------------------------------------------------------
F test that all u_i=0: F(21, 232) = 0.85 Prob > F = 0.6544
我的变量如果通过了门槛检验,但是门槛的P值不显著,我应该如何解释呢?
或者我能够通过数据处理解决这一问题呢?先谢谢老师了。