请问如果要研究核心解释变量与被解释变量之间的非线性关系是否可以将qx和rx都放入核心解释变量呢?我放入了之后出现了这种问题Threshold effect test (bootstrap = 300)的F值、Crit10、Crit5 和 Crit1显示不出来
- . xthreg ROE GDP M2 STOCK SIZE CPI CAR LR PRP NIIR, rx(FT) qx(FT) thnum (1) trim(0.05) bs (300)
- Estimating threshold within range ( -0.9372 , 0.7034 ), obs = 11
- 1st ... Done
- Bootstrap for single threshold
- .................................................. + 50
- .................................................. + 100
- .................................................. + 150
- .................................................. + 200
- .................................................. + 250
- .................................................. + 300
- Threshold estimator (level = 95):
- -----------------------------------------------------
- model | Threshold Lower Upper
- -----------+-----------------------------------------
- Th-1 | 0.7034 0.6325 0.7034
- -----------------------------------------------------
- Threshold effect test (bootstrap = 300):
- --------------------------------------------------------------------------------------
- Threshold | RSS MSE Fstat Prob Crit10 Crit5 Crit1
- -----------+--------------------------------------------------------------------------
- Single | 0.0000 0.0000 . 0.000 . . .
- --------------------------------------------------------------------------------------
- Fixed-effects (within) regression Number of obs = 258
- Group variable: ID Number of groups = 35
- R-sq: Obs per group:
- within = 0.8227 min = 3
- between = 0.4943 avg = 7.4
- overall = 0.6701 max = 11
- F(10,213) = 98.86
- corr(u_i, Xb) = 0.0330 Prob > F = 0.0000
- ------------------------------------------------------------------------------
- ROE | Coef. Std. Err. t P>|t| [95% Conf. Interval]
- -------------+----------------------------------------------------------------
- GDP | .0353942 .0435705 0.81 0.418 -.0504904 .1212788
- M2 | .0245368 .0490354 0.50 0.617 -.0721201 .1211937
- STOCK | -.0517603 .0119624 -4.33 0.000 -.0753402 -.0281804
- SIZE | -.1090479 .1312137 -0.83 0.407 -.3676915 .1495958
- CPI | -.2038565 .119389 -1.71 0.089 -.4391917 .0314788
- CAR | -.2671433 .1198166 -2.23 0.027 -.5033215 -.0309652
- LR | -.0472375 .0111724 -4.23 0.000 -.0692601 -.0252149
- PRP | .6746257 .0965492 6.99 0.000 .4843114 .8649399
- NIIR | .0214715 .0158489 1.35 0.177 -.0097692 .0527122
- |
- _cat#c.FT |
- 0 | -2.17318 .3843547 -5.65 0.000 -2.930806 -1.415553
- |
- _cons | 15.24822 3.118702 4.89 0.000 9.100746 21.39569
- -------------+----------------------------------------------------------------
- sigma_u | 2.115922
- sigma_e | 1.4739239
- rho | .67329479 (fraction of variance due to u_i)
- ------------------------------------------------------------------------------
- F test that all u_i=0: F(34, 213) = 12.25 Prob > F = 0.0000
- .