黃河泉 发表于 2017-4-14 06:49 
什么叫做"第四部分回归结"?
老师你好,我想问问是否在STATA中,同一组数的的门槛检验会出现不同的门槛值。
-------------------------------------------------------------------------------
�ż���ֵ 95% �������
-----------------------------------------------------------------------------
��һ�ż�ģ��(g1) 3.012 [ 0.788 , 5.218 ]
-----------------------------------------------------------------------------
˫���ż�ģ�ͣ�
Ito1(g1) 2.699 [ 2.652 , 5.024 ]
Ito2(g2) 3.003 [ 2.939 , 3.028 ]
-----------------------------------------------------------------------------
�����ż�ģ��(g3)�� 5.009 [ 4.634 , 5.311 ]
-------------------------------------------------------------------------------
Note: g# denotes gamma#, the estimated threshold values, #=1,2,3
-------------------------------------------------------------------------------
�ż���ֵ 95% �������
-----------------------------------------------------------------------------
��һ�ż�ģ��(g1) 3.012 [ 0.788 , 5.218 ]
-----------------------------------------------------------------------------
˫���ż�ģ�ͣ�
Ito1(g1) 2.699 [ 2.331 , 2.787 ]
Ito2(g2) 3.818 [ -0.212 , 5.591 ]
-----------------------------------------------------------------------------
�����ż�ģ��(g3)�� 3.003 [ 3.003 , 3.031 ]
-------------------------------------------------------------------------------
Note: g# denotes gamma#, the estimated threshold values, #=1,2,3
另外假如二重门槛中两个门槛值相互包含,这应该如何解决呢?
我接触时间不太长,自己做的有点糊涂,希望能够得到老师的帮助
