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. xthreg c (m s u i ), rx(y) qx(m) thnum(2) grid(100) trim(0.05 0.05) bs(1000 1000
> ) Estimatingthethresholdparameters: 1st ......2nd ......Done Boostrap for single threshold .................................................. + 50 .................................................. +100 .................................................. +150 .................................................. +200 .................................................. +250 .................................................. +300 .................................................. +350 .................................................. +400 .................................................. +450 .................................................. +500 .................................................. +550 .................................................. +600 .................................................. +650 .................................................. +700 .................................................. +750 .................................................. +800 .................................................. +850 .................................................. +900 .................................................. +950 .................................................. + 1000 Boostrap for double threshold model: .................................................. + 50 .................................................. +100 .................................................. +150 .................................................. +200 .................................................. +250 .................................................. +300 .................................................. +350 .................................................. +400 .................................................. +450 .................................................. +500 .................................................. +550 .................................................. +600 .................................................. +650 .................................................. +700 .................................................. +750 .................................................. +800 .................................................. +850 .................................................. +900 .................................................. +950 .................................................. + 1000 Threshold estimator (level = 95): ----------------------------------------------------- model | Threshold Lower Upper -----------+----------------------------------------- Th-1 | 0.3946 0.3943 0.3955 Th-21 | 0.3946 0.3943 0.3955 Th-22 | 0.4163 0.4156 0.4194 ----------------------------------------------------- Threshold effect test (bootstrap = 1000 1000): ------------------------------------------------------------------------------- Threshold | RSS MSE Fstat Prob Crit10 Crit5 Crit1 -----------+------------------------------------------------------------------- Single |9.02e+07 3.11e+05 4.010.874020.162125.861638.3787 Double |8.91e+07 3.07e+05 3.570.783013.176215.648924.5966 ------------------------------------------------------------------------------- Fixed-effects (within) regression Number of obs = 300 Group variable: province Number of groups = 30 R-sq:within= 0.6205 Obs per group: min = 10 between = 0.0067 avg = 10.0 overall = 0.0198 max = 10 F(7,263) = 61.44 corr(u_i, Xb)= -0.1629 Prob > F = 0.0000 ------------------------------------------------------------------------------ c | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- m |-257.6355 1922.875 -0.13 0.894 -4043.824 3528.553 s | 7790.36 604.4342 12.89 0.000 6600.214 8980.506 u | 4050.905 2081.278 1.95 0.053 -47.183 8148.993 i | -11672.9 2329.891 -5.01 0.000 -16260.52 -7085.29 | _cat#c.y | 0| .0294806 .0401336 0.73 0.463 -.0495434 .1085046 1| .0449858 .0400281 1.12 0.262 -.0338304 .1238021 2| .0317576 .0375941 0.84 0.399 -.0422661 .1057813 | _cons |-2438.824 1569.149 -1.55 0.121 -5528.517 650.8695 -------------+---------------------------------------------------------------- sigma_u |4848.7011 sigma_e |582.03597 rho |.98579519 (fraction of variance due to u_i) ------------------------------------------------------------------------------ F test that all u_i=0: F(29, 263) = 580.95 Prob > F = 0.0000 小白一枚，在一步一步摸索门槛分析中，求助各位大神，上述结果解读。 |
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