Hurlin 的PSTR模型包，怎样确定位置参数个数-经管之家官网！

http://www.runmycode.org/companion/view/2564
我用的是这个包
1.怎样确定位置参数个数？
2. 门限变量也是解释变量时，结果中（结果如下）的warning 是什么意思？
3. 这个包中是否能够把门限变量也作为解释变量？
我跑出的结果是这样的：其中红字部分是什么？
PLEASE CITE:
Fouquau J., Hurlin C. et Rabaud I. (2008), The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach
Economic Modelling, vol. 25(2), pp. 284-299
AND
Colletaz G. et Hurlin C. (2006), Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach
Document de Recherche LEO
Thank you
***********************
*** LINEARITY Tests ***
***********************
H0: Linear Model H1: PSTR model with at least one Threshold Variable (r=1)
Wald Tests (LM): W = 26.939 pvalue = 0.000
Fisher Tests (LMF): F = 7.245 pvalue = 0.000
LRT Tests (LRT): LRT = 28.702 pvalue = 0.000
**************************************************************************
*** TESTING THE NUMBER OF REGIMES: TESTS OF NO REMAINING NON-LINEARITY ***
**************************************************************************
Initial Conditions : Assumed Number of Thresholds r = 1 Number of Regressions = 270
Initial Conditions on (c,gamma)
5.0000 4.3856
Estimation of the Model with r = 1 and m = 1 : Convergence = 1 RSS = 0.054
RSS under H1 = 0.050
Initial Conditions : Assumed Number of Thresholds r = 2 Number of Regressions = 270
Initial Conditions on (c,gamma)
6.5060 5.0000 4.3510 5.1626
Estimation of the Model with r = 2 and m = 1 : Convergence = 1 RSS = 0.037
RSS under H1 = 0.035
H0: PSTR with r = 1againstH1: PSTR with at least r = 2
Wald Tests (LM): W = 15.987 pvalue = 0.003
Fisher Tests (LMF): F = 3.920 pvalue = 0.004
LRT Tests (LRT): LRT = 16.587 pvalue = 0.002
H0: PSTR with r = 2againstH1: PSTR with at least r = 3
Wald Tests (LM): W = 11.522 pvalue = 0.021
Fisher Tests (LMF): F = 2.711 pvalue = 0.031
LRT Tests (LRT): LRT = 11.829 pvalue = 0.019
Given the choices of rmax = 2 and m = 1, the OPTIMAL (LMF criterion) NUMBER OF THRESHOLD FUNCTIONS is r = 2
**************************************
*** FINAL ESTIMATION OF PSTR MODEL ***
**************************************
Final Estimation of the Model with r = 2 and m = 1 by NLS ***
Initial Conditions on (gamma,c) :
3.2389 10.9404 4.8463 5.1317
WARNING: at least one explicative variable is used as threshold variable （这是什么意思？）
RSS = 0.037 Convergence = 1
AIC = -8.478 BIC = -8.234
Estimated slope parameter of the transition function (one for for each transition function)
3.2389 10.9404
Estimated location parameters (per column for each transition function)
4.8463 5.1317
Estimated slope parameters (per column for each transition function)
0.0027 -0.0248 0.0227
0.0141 -0.0796 0.0888
1.0235 0.0288 -0.0309
0.0455 0.0540 -0.0701
Standard Errors of estimated slope parameters corrected fo heteroskedasticity (per column for each transition function)
0.0006 0.0046 0.0032
0.0051 0.0166 0.0141
0.0596 0.0147 0.0134
0.0053 0.0392 0.0385
t-statistics based on corrected standard errors (per column for each transition function)
4.5518 -5.4346 7.1491
2.7843 -4.7910 6.3022
17.1793 1.9629 -2.3015
8.6537 1.3769 -1.8184
OUPUT: Individual Elasticities for each explicative variable (first column is the cross section identifier) are available in the excel file result1.xls