求助!用的是王群勇老师的xtptm命令,请问各位大神,变量的系数估计值在哪看?
============ Triple threshold regession: stage = 3
Minimized Sum of Squared Residuals: 1.23e+04
Standard error of residuals: 3.4784
Threshold estimate: 786.8755
95% conf. int. of threshold: 566.7379 2.08e+04
Three Thresholds: 786.8755 2.19e+04 1.42e+04
Threshold regression(Ordinary Std. Err.):
-----------------------------------------------------
| Coef Std t prob
-----+-----------------------------------------------
1 | -0.1433 0.0268 -5.3507 0.0000
2 | -1.3859 3.8019 -0.3645 0.7155
3 | 1.1093 0.4126 2.6885 0.0073
4 | -3.5718 0.3103 -11.5110 0.0000
5 | 0.0452 0.0064 7.0160 0.0000
6 | -0.0053 0.0015 -3.3971 0.0007
7 | -0.0020 0.0010 -2.0106 0.0446
8 | 0.0005 0.0001 5.5992 0.0000
9 | 0.0003 0.0001 5.4677 0.0000
10 | 0.0002 0.0000 6.1376 0.0000
-----------------------------------------------------
Threshold regression(Robust Std. Err.):
------------------------------------------------------
| Coef Std_Robust t prob
-----+------------------------------------------------
1 | -0.1433 0.0370 -3.8702 0.0001
2 | -1.3859 3.0133 -0.4599 0.6457
3 | 1.1093 0.3591 3.0894 0.0021
4 | -3.5718 0.7656 -4.6651 0.0000
5 | 0.0452 0.0092 4.9280 0.0000
6 | -0.0053 0.0019 -2.7828 0.0055
7 | -0.0020 0.0009 -2.1557 0.0313
8 | 0.0005 0.0001 4.8190 0.0000
9 | 0.0003 0.0001 3.9143 0.0001
10 | 0.0002 0.0001 3.4971 0.0005
------------------------------------------------------
Thresholds in triple model:
1
+---------------+
1 | 14215.26488 |
2 | 21920.07848 |
3 | 786.8754773 |
+---------------+
Ho: Double threshold; Ha: Triple threshold
Number of bootstrap: 300
F-stat & Prob: 4.6166 0.0233
F-critical value of 90% 95% 99%:
1
+---------------+
1 | 2.376468084 |
2 | 3.307074253 |
3 | 8.097662805 |
+---------------+
============== Descrpitive statistic in each regime: ===========
Descriptive statistics of y-X-THR at regime : 1
----------------------------------------------------------------
| Mean Std Min Max Count
----+-----------------------------------------------------------
1 | 9.3212 6.7563 0.1300 37.8000 123
2 | 34.5463 14.1321 8.9420 70.2134 123
3 | 0.3917 0.0637 0.1429 0.6667 123
4 | 0.5528 0.4992 0.0000 1.0000 123
5 | 19.4208 0.5301 17.6399 21.5382 123
6 | 29.8780 19.8558 3.9782 117.1021 123
7 | 16.4476 34.3594 -94.4554 157.8510 123
8 | 544.6698 160.5563 150.5903 778.1360 123
9 | 544.6698 160.5563 150.5903 778.1360 123
----------------------------------------------------------------
Descriptive statistics of y-X-THR at regime : 2
----------------------------------------------------------------
| Mean Std Min Max Count
----+-----------------------------------------------------------
1 | 10.3253 8.0214 0.0000 83.2300 1047
2 | 28.7781 12.5634 6.0600 90.6331 1047
3 | 0.3809 0.0568 0.2500 0.6667 1047
4 | 0.3123 0.4637 0.0000 1.0000 1047
5 | 21.0002 0.9327 16.5872 23.4871 1047
6 | 35.1117 24.0430 3.6024 568.0795 1047
7 | 25.2892 74.8040 -87.1729 1135.4632 1047
8 | 3996.5535 3076.1825 789.4859 1.42e+04 1047
9 | 3996.5535 3076.1825 789.4859 1.42e+04 1047
----------------------------------------------------------------
Descriptive statistics of y-X-THR at regime : 3
----------------------------------------------------------------
| Mean Std Min Max Count
----+-----------------------------------------------------------
1 | 7.3844 7.0733 0.9300 35.4400 43
2 | 32.4863 12.4577 8.0300 51.6800 43
3 | 0.3685 0.0421 0.3333 0.4545 43
4 | 0.2093 0.4116 0.0000 1.0000 43
5 | 22.8645 0.9632 19.4743 24.1162 43
6 | 56.3988 14.2967 27.1208 94.8410 43
7 | 15.1201 25.2560 -70.7063 96.9515 43
8 | 1.78e+04 2366.7122 1.43e+04 2.17e+04 43
9 | 1.78e+04 2366.7122 1.43e+04 2.17e+04 43
----------------------------------------------------------------
Descriptive statistics of y-X-THR at regime : 4
----------------------------------------------------------------
| Mean Std Min Max Count
----+-----------------------------------------------------------
1 | 5.0107 3.6652 0.1100 13.8300 67
2 | 36.3007 13.8554 8.0300 72.3800 67
3 | 0.3762 0.0476 0.3333 0.5000 67
4 | 0.0746 0.2648 0.0000 1.0000 67
5 | 24.1727 0.9235 21.8508 26.3962 67
6 | 58.2180 11.8897 26.9895 77.9422 67
7 | 16.8223 59.7208 -11.2479 490.4927 67
8 | 9.61e+04 1.47e+05 2.20e+04 6.16e+05 67
9 | 9.61e+04 1.47e+05 2.20e+04 6.16e+05 67
----------------------------------------------------------------