xthreg npa rdie ntii gf pq, rx(rdsfte) qx(od) thnum(1) grid(300) trim(0.01) bs(300) thlevel(95)
Estimating the threshold parameters: 1st ...... Done
Boostrap for single threshold
.................................................. + 50
.................................................. + 100
.................................................. + 150
.................................................. + 200
.................................................. + 250
.................................................. + 300
Threshold estimator (level = 95):
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model | Threshold Lower Upper
-----------+-----------------------------------------
Th-1 | 0.0178 0.0173 0.0179
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Threshold effect test (bootstrap = 300):
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Threshold | RSS MSE Fstat Prob Crit10 Crit5 Crit1
-----------+-------------------------------------------------------------------
Single | 10.5785 0.0882 29.80 0.0000 18.3199 19.9397 21.9416
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Fixed-effects (within) regression Number of obs = 150
Group variable: year Number of groups = 5
R-sq: within = 0.9652 Obs per group: min = 30
between = 0.9703 avg = 30.0
overall = 0.9652 max = 30
F(6,139) = 642.03
corr(u_i, Xb) = 0.0428 Prob > F = 0.0000
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npa | Coef. Std. Err. t P>|t| [95% Conf. Interval]
--------------+----------------------------------------------------------------
rdie | .1829822 .1191495 1.54 0.127 -.0525976 .4185619
ntii | .5604258 .0587817 9.53 0.000 .444204 .6766476
gf | .0619256 .0430598 1.44 0.153 -.0232112 .1470624
pq | -.3722673 .1015386 -3.67 0.000 -.5730272 -.1715075
|
_cat#c.rdsfte |
0 | .1926605 .1200575 1.60 0.111 -.0447144 .4300355
1 | .2217553 .119852 1.85 0.066 -.0152134 .458724
|
_cons | .6188764 .7033398 0.88 0.380 -.7717514 2.009504
--------------+----------------------------------------------------------------
sigma_u | .0435451
sigma_e | .2758696
rho | .02430988 (fraction of variance due to u_i)
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F test that all u_i=0: F(4, 139) = 0.74 Prob > F = 0.5636
. xthreg npa rdie ntii gf pq, rx(rdsfte) qx(od) thnum(2) grid(300) trim(0.01,0.01) bs(500) thlevel(95)
number of parameters in bs() is not equal to thnum()!
r(198);