截面数据 门槛效应

黃河泉 发表于 2018-5-16 17:52
这个问题我回答过很多次，请见 https://www.ssc.wisc.edu/~bhansen/progs/progs_threshold.html。

老师您好，我使用的是截面数据，使用hansen的thresholdtest命令提示不存在门限效应，想用连玉君老师的crosstm命令试试，但是教程比较匮乏，回归一直提示factor variables and time-series operators not allowed，但是数据里没有分类变量和时间变量。想问问您了解crosstm命令嘛，或者其他类似的，希望您可以指点一二，感谢感谢老师。数据如下

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1. * Example generated by -dataex-. To install: ssc install dataex
   
2. clear
   
3. input double(y x lnx) byte control1 long control2 double control3
   
4. 1.22483423749247 3.05344748226492 1.11627127434039 7  586  .183058
   
5. 1.0635593220339 5.80579890899997  1.7588572299699 7 1979  .003214
   
6. 1.12216404886562 2.62920104974876 .966680016672669 7 1039 -.433122
   
7. 1.33603238866397 4.05575571533839 1.40013703650134 7  996  .097636
   
8. 1.20833333333333 4.24321071730683 1.44532022732663 6  601 -.237327
   
9. 1.28314121037464 1.40251520094753 .338267196821241 7  669  .111282
   
10. 1.24520069808028           3.5392 1.26390071290582 7  224  .008583
    
11. 1.19767441860465 3.78943786105245 1.33221768647155 7 1176  .027274
    
12. 1.10946012877662 4.19039551991615 1.43279512564038 7 1614  .050565
    
13. 1.16334072431633 3.78873259542688 1.33203155562858 7  353  .144526
    
14. 1.14873417721519 2.58949784925014 .951463976315772 6  438  .021838
    
15. 1.14247311827957 1.30310680469911 .264751263086721 7 1219  .047331
    
16. 1.12164948453608 6.19312152946719 1.82343924544612 7 1722  .031227
    
17. 1.34422310756972 7.85491749817782 2.06113976855603 7  860  .015241
    
18. 1.20585457979226 4.89283525223929 1.58777194164802 7 1210  .042594
    
19. 1.09218436873748 4.65964776565783 1.53893985851202 7  687  .045198
    
20. 1.16694772344013 2.34061535071827  .85041386519138 7  344  .040594
    
21. 1.13626075147125  4.7268548346392 1.55326004151073 7  411  .067277
    
22. 1.16511387163561 5.62513084976997 1.72724421000125 7  195   .06812
    
23. 1.21473443746431 5.03771946040233 1.61695349166427 7  874  .045895
    
24. end

复制代码

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Listed 20 out of 304 observations