如题,请问各位老师,门槛效应模型结果如下可能是什么原因呢?
xthreg y x1 x2 x3, rx(x1) qx(x1) thnum(1) grid(400) trim(0.05) bs(300)
Threshold estimator (level = 95):
-----------------------------------------------------
model | Threshold Lower Upper
-----------+-----------------------------------------
Th-1 | 0.0000 . .
-----------------------------------------------------
Threshold effect test (bootstrap = 300):
-------------------------------------------------------------------------------
Threshold | RSS MSE Fstat Prob Crit10 Crit5 Crit1
-----------+-------------------------------------------------------------------
Single | 0.0000 0.0000 . 0.0000 . . .
-------------------------------------------------------------------------------
note: 0b._cat#c.lnzong omitted because of collinearity
替换trim值也不行