water-8 发表于 2020-4-4 18:56
先做单门槛,看单门槛显不显著
xthreg y 控制变量 ,rx ( 核心解释变量) qx(门槛变量) thnum(1) grid(400) ...
您好 , 请教一下 第三个门限也显著 门限值该怎么选(门限检验结果里有四个值 其中双门限有两个)
model | Threshold Lower Upper
-----------+-----------------------------------------
Th-1 | 0.0170 0.0149 0.0172
Th-21 | 0.0187 0.0187 0.0193
Th-22 | 0.0197 0.0195 0.0205
Th-3 | 0.0136 0.0135 0.0140
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Threshold effect test (bootstrap = 300 300 300):
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Threshold | RSS MSE Fstat Prob Crit10 Crit5 Crit1
-----------+-------------------------------------------------------------------
Single | 40.3695 0.0733 42.99 0.0133 27.5524 33.8163 45.4448
Double | 35.7928 0.0650 70.45 0.0000 28.8758 37.0121 49.8369
Triple | 33.6392 0.0611 35.28 0.0500 30.6451 34.6607 63.3328