| 所在主题: | |
| 文件名: 陶.xls | |
| 资料下载链接地址: https://bbs.pinggu.org/a-1016626.html | |
| 附件大小: | |
|
xtptm结果可以解释下吗?根据结果知29是门槛值,并且最后给出了两个阶段的均值,但前面的我不明白,按道理说29后面的x 和y是负相关的,但为什么系数是正的呢??
. xtptm y ,rx(x) thrvar(x) iters(3000) trim(0.05) ================ Fundamental information: =================== Number of Regime independent variables: 0 Number of Regime dependent variables: 1 Number of individuals in panel: 6 Number of periods in panel: 29 ================ Ordinary Fixed effect regression: ========= Sum of Squared Residuls: 739.0820 Stardard error of regression: 2.1037 Regression Result(ordinary standard error): ---------------------------------------------------- | Coef Std t Prob ----+----------------------------------------------- 1 | 0.4216 0.0233 18.0876 0.0000 ---------------------------------------------------- Regression Result(Robust standard error): ----------------------------------------------------- | Coef Std_Robust t Prob ----+------------------------------------------------ 1 | 0.4216 0.0273 15.4616 0.0000 ----------------------------------------------------- ================ Single threshold regession: =================== Minimized Sum of Squared Residuals:169.4322 Standard error of residuals: 1.0103 Threshold estimator: 29.0000 95% conf. intv. of threshold: 29.0000 29.0000 LR Critical value to test gamma=gamma0: 7.3523 Threshold regression(Ordinary Std. Error): ---------------------------------------------------- | Coef Std t prob ----+----------------------------------------------- 1 | 0.7012 0.0163 43.0440 0.0000 2 | 0.5004 0.0117 42.8418 0.0000 ---------------------------------------------------- Threshold regression(Robust Std. Error): ----------------------------------------------------- | Coef Std_Robust t prob ----+------------------------------------------------ 1 | 0.7012 0.0149 47.1453 0.0000 2 | 0.5004 0.0116 43.1624 0.0000 ----------------------------------------------------- Note: Critcal (Inverse CDF of LR stat): -2*ln(1-sqrt(1-alpha)) Ho: No threshold; Ha: Single threshold Number of bootstrap:3000 F-stat & Prob:558.1105 0.0000 F-critical value of 90% 95% 99%: 1 +---------------+ 1 |2.864851728| 2 |3.913126342| 3 |6.992657037| +---------------+ Thresholds in single model: 29 ============== Descrpitive statistic in each regime: =========== Descriptive statistics of y-X-THR at regime :1 ---------------------------------------------------------------- | Mean Std Min Max Count ----+----------------------------------------------------------- 1 | 30.3895 7.6025 14.0369 45.2109 134 2 | 19.8582 5.4458 10.0000 28.0000 134 3 | 19.8582 5.4458 10.0000 28.0000 134 ---------------------------------------------------------------- Descriptive statistics of y-X-THR at regime :2 ---------------------------------------------------------------- | Mean Std Min Max Count ----+----------------------------------------------------------- 1 | 32.4134 6.4932 21.8680 42.6598 40 2 | 31.5000 1.5359 29.0000 34.0000 40 3 | 31.5000 1.5359 29.0000 34.0000 40 ---------------------------------------------------------------- LR and Thresholds series are stored in Stata matrix: LR# You can observe the scatter plot by: _matplot LR#, columns(1 2) 数据集是 |
|
熟悉论坛请点击新手指南
|
|
| 下载说明 | |
|
1、论坛支持迅雷和网际快车等p2p多线程软件下载,请在上面选择下载通道单击右健下载即可。 2、论坛会定期自动批量更新下载地址,所以请不要浪费时间盗链论坛资源,盗链地址会很快失效。 3、本站为非盈利性质的学术交流网站,鼓励和保护原创作品,拒绝未经版权人许可的上传行为。本站如接到版权人发出的合格侵权通知,将积极的采取必要措施;同时,本站也将在技术手段和能力范围内,履行版权保护的注意义务。 (如有侵权,欢迎举报) |
|
京ICP备16021002号-2 京B2-20170662号
京公网安备 11010802022788号
论坛法律顾问:王进律师
知识产权保护声明
免责及隐私声明