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小弟在做门限效应时候，发现经常单个门限有时侯是不显著，但是在检验是否存在两个或是三个门限效应是却发现是显著的，这个是怎么回事，请各位不吝赐教，谢谢！
因为帖子有字节限制，故只贴出部分软件输出结果。
可以看出，对于Single threshold ，其F-stat & Prob: 1.9899 0.1600
但对于Double threshold 则有：F-stat & Prob: 8.0390 0.0060
而triple threshold 有：F-stat & Prob: 9.9758 0.0010
按照单门限看，应该不存在门限效应，但两个、三个时候，则应该存在了，怎么理解？
================ Single threshold regession: ===================
Note: Critcal (Inverse CDF of LR stat): -2*ln(1-sqrt(1-alpha))
Ho: No threshold; Ha: Single threshold
F-stat & Prob: 1.9899 0.1600
F-critical value of 90% 95% 99%:
1
+---------------+
1 | 2.816777002 |
2 | 4.210310792 |
3 | 8.109910406 |
+---------------+
Thresholds in single model:
.3774607344
============ Double threshold regession: stage = 1
Minimized Sum of Squared Residuals: 46.1764
Standard error of residuals: 0.4656
Two Thresholds: 0.3775 1.4008
Threshold regression(Ordinary Std. Err.):
Threshold regression(Robust Std. Err.):
============ Double threshold regession: stage = 2
Minimized Sum of Squared Residuals: 45.7305
Standard error of residuals: 0.4634
Two Thresholds: 0.5952 1.4008
Thresholds in double model:
1
+---------------+
1 | 1.40077131 |
2 | .5952362116 |
+---------------+
Ho: Single threshold; Ha: Double threshold
F-stat & Prob: 8.0390 0.0060
F-critical value of 90% 95% 99%:
1
+---------------+
1 | 3.138771292 |
2 | 4.46502025 |
3 | 7.030473966 |
+---------------+
============ Triple threshold regession: stage = 1
Minimized Sum of Squared Residuals: 43.7034
Standard error of residuals: 0.4540
Threshold estimate: 0.7685
95% conf. int. of threshold: 0.6772 1.1408
Three Thresholds: 0.7685 1.4008 0.5952
============ Triple threshold regession: stage = 2
Minimized Sum of Squared Residuals: 43.7034
Standard error of residuals: 0.4540
Threshold estimate: 0.5952
95% conf. int. of threshold: 0.5929 0.5976
Three Thresholds: 0.5952 0.7685 1.4008
============ Triple threshold regession: stage = 3
Minimized Sum of Squared Residuals: 43.6753
Standard error of residuals: 0.4539
Threshold estimate: 0.3775
95% conf. int. of threshold: 0.1316 1.7684
Three Thresholds: 0.3775 0.5952 0.7685
Thresholds in triple model:
1
+---------------+
1 | .7685199246 |
2 | .5952362116 |
3 | .3774607344 |
+---------------+
Ho: Double threshold; Ha: Triple threshold
F-stat & Prob: 9.9758 0.0010
F-critical value of 90% 95% 99%:
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