[数据管理求助] 门槛回归 [推广有奖]

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发表于 2020-10-29 15:47:05 |AI写论文

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model | Threshold       Lower       Upper
-----------+-----------------------------------------
   Th-1 |    0.8973       0.8875       0.8981
   Th-21 |    0.8973       0.8875       0.8981
   Th-22 |    -1.3903    -1.4524    -1.2983
-----------------------------------------------------

Threshold effect test (bootstrap = 300 300):
-------------------------------------------------------------------------------
Threshold |    RSS       MSE    Fstat Prob Crit10 Crit5 Crit1
-----------+-------------------------------------------------------------------
Single | 0.8070    0.0045    108.54  0.0000  31.9688  40.1360  57.4057
Double | 0.5994    0.0033    62.35  0.0067  18.3954  22.0064  45.7179
-------------------------------------------------------------------------------

Fixed-effects (within) regression             Number of obs    =    198
Group variable: province                      Number of groups =       11

R-sq:  within  = 0.9236                      Obs per group: min =       18
   between = 0.9124                                     avg =    18.0
   overall = 0.0047                                     max =       18

                                             F(10,177)       = 213.99
corr(u_i, Xb)  = -0.8810                      Prob > F          = 0.0000

------------------------------------------------------------------------------
   lngtfp |    Coef. Std. Err.    t P>|t|    [95% Conf. Interval]
-------------+----------------------------------------------------------------
   lnrd2 |  -.1753032 .0470662 -3.72 0.000 -.2681863 -.0824201
   lnind | .1525162 .0597013    2.55 0.011    .0346983 .2703342
   lnpgdp | .2449931 .023424 10.46 0.000    .1987669 .2912194
   lngov | .2477266 .0593851    4.17 0.000    .1305328 .3649205
   lnfdi |  -.0191501 .0145226 -1.32 0.189    -.04781 .0095097
   lnurb |  -.6811168 .097397 -6.99 0.000 -.8733257 -.4889079
   lnopen | .0625977 .0208611    3.00 0.003    .0214291 .1037663
         |
_cat#c.lnrd1 |
      0  |  -.0328306 .032662 -1.01 0.316 -.0972876 .0316264
      1  | .1336006 .033738    3.96 0.000    .0670202    .200181
      2  |  -.3871473 .0465026 -8.33 0.000 -.4789181 -.2953765
         |
   _cons | .4243305 .1302072    3.26 0.001    .1673722 .6812888
大家知道这样的情况如何解释吗  出现负的门槛值但系数不知道如何解释