黃河泉 发表于 2020-4-7 16:48
选 Th-21 | 0.0187 0.0187 0.0193
Th-22 | 0.0197 0.0195 ...
麻烦问一下老师,在三门槛面板回归中,如何选门限值,我做出来的回归是下面这个,应该选哪几个门限值,F检验应该看 137.92还是34.04 这个数,谢谢您。
Threshold estimator (level = 95):
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model | Threshold Lower Upper
-----------+-----------------------------------------
Th-1 | 0.0901 0.0881 0.0912
Th-21 | 0.0945 0.0900 0.0972
Th-22 | 0.0729 0.0714 0.0750
Th-3 | 0.0493 0.0446 0.0533
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Fixed-effects (within) regression Number of obs = 486
Group variable: pro Number of groups = 27
R-sq: within = 0.7544 Obs per group: min = 18
between = 0.3492 avg = 18.0
overall = 0.5197 max = 18
F(10,449) = 137.92
corr(u_i, Xb) = -0.3953 Prob > F = 0.0000
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qied | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
market | .4438613 .039569 11.22 0.000 .3660979 .5216247
urb | .0761751 .0389138 1.96 0.051 -.0003006 .1526508
indu2 | .4117768 .0730037 5.64 0.000 .2683056 .5552481
pai1 | -.0003456 .0011397 -0.30 0.762 -.0025855 .0018943
pub | -.0016233 .0248194 -0.07 0.948 -.0503999 .0471534
ZF规模 | -.0767455 .0521488 -1.47 0.142 -.1792316 .0257406
|
_cat#c.fdre |
0 | .5884165 .117912 4.99 0.000 .3566887 .8201443
1 | .4795028 .0957269 5.01 0.000 .2913745 .6676312
2 | .6064491 .0870613 6.97 0.000 .4353509 .7775473
3 | .7286424 .0791292 9.21 0.000 .5731329 .8841519
|
_cons | -.1848792 .0555574 -3.33 0.001 -.294064 -.0756945
-------------+----------------------------------------------------------------
sigma_u | .10969698
sigma_e | .06354336
rho | .7487579 (fraction of variance due to u_i)
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F test that all u_i=0: F(26, 449) = 34.04 Prob > F = 0.0000