关于用Stata求门槛面板数据模型得门槛值，求大神-经管之家官网！

我选取9个沿海港口城市，2000-2011年数据 ，一个因变量，5个自变量，请问样本的选取是不是太少了，尤其是截面变量只有9个，而且我按照'Stata面板门限操作及结果分析“中的步骤操作，我想以2000年avgdp为门槛变量，但是不知道在命令中怎么表达这个变量.
所以我就用year作为门槛变量，试了一下，但是结果很费解， 我现在写论文，很急用，可是不知道怎么求门槛值，
这是我的操作步骤和结果：
. cd "D:\Stata12.0\ado\xtptm"
D:\Stata12.0\ado\xtptm
. *(8 variables, 108 observations pasted into data editor)
. save "D:\stata12.0\ado\xtptm\test32.dta", replace
file D:\stata12.0\ado\xtptm\test32.dta saved
. . encode pcity , gen(city)
. xtset city year
panel variable:city (strongly balanced)
time variable:year, 2000 to 2011
delta:1 unit
. xtptmavgdp avinvest avfdi avfiscal human, rx(agg) thrvar(year) iters(1000) t
> rim(0.05) grid(100) regime(2)
================ Fundamental information: ===================
Number of Regime independent variables: 4
Number of Regime dependent variables: 1
Number of individuals in panel: 9
Number of periods in panel: 12
================ Ordinary Fixed effect regression: =========
Sum of Squared Residuls: 0.0000
Stardard error of regression: 0.0000
Regression Result(ordinary standard error):
----------------------------------------------------
| Coef Std t Prob
----+-----------------------------------------------
1 | 0.0000 0.0000 . .
2 | 0.0000 0.0000 . .
3 | 0.0000 0.0000 . .
4 | 0.0000 0.0000 . .
5 | 0.0000 0.0000 . .
----------------------------------------------------
Regression Result(Robust standard error):
-----------------------------------------------------
| Coef Std_Robust t Prob
----+------------------------------------------------
1 | 0.0000 0.0000 . .
2 | 0.0000 0.0000 . .
3 | 0.0000 0.0000 . .
4 | 0.0000 0.0000 . .
5 | 0.0000 0.0000 . .
-----------------------------------------------------
================ Single threshold regession: ===================
Minimized Sum of Squared Residuals: 0.0000
Standard error of residuals: 0.0000
Threshold estimator: 2000.0000
95% conf. intv. of threshold: 2000.0000 2000.0000
LR Critical value to test gamma=gamma0: 7.3523
Threshold regression(Ordinary Std. Error):
----------------------------------------------------
| Coef Std t prob
----+-----------------------------------------------
1 | 0.0000 0.0000 . .
2 | 0.0000 0.0000 . .
3 | 0.0000 0.0000 . .
4 | 0.0000 0.0000 . .
5 | 0.0000 0.0000 . .
6 | 0.0000 0.0000 . .
----------------------------------------------------
Threshold regression(Robust Std. Error):
-----------------------------------------------------
| Coef Std_Robust t prob
----+------------------------------------------------
1 | 0.0000 0.0000 . .
2 | 0.0000 0.0000 . .
3 | 0.0000 0.0000 . .
4 | 0.0000 0.0000 . .
5 | 0.0000 0.0000 . .
6 | 0.0000 0.0000 . .
-----------------------------------------------------
Note: Critcal (Inverse CDF of LR stat): -2*ln(1-sqrt(1-alpha))
mm_quantile():3351argument has missing values
ptm(): -function returned error
<istmt>: -function returned error
r(3351);
.