非平衡面板门槛回归-xthreg2 报错--怎么解决呢
. xtset id year
Panel variable: id (unbalanced)
Time variable: year, 2012 to 2022, but with gaps
Delta: 1 unit
. set seed 5000
. asdoc xthreg2 M k2, rx(A2) qx(w12) thnum(3) grid(400) trim(0.05 0.05 0.05) bs(10 10 10)
There exist time-invariant individual(s) (maybe only one obs): M k2 A2 w12
<istmt>: 3499 thestm2() not found
r(3499);