门槛分析,结果显示option / not allowed是什么情况,新手练习,请大家多多指点
. xthreg i q1 q2 q3 d1 qd1, rx(c1) qx(d1) thnum(1) grid(400) /// trim(0.01) bs(300)
Estimating the threshold parameters: 1st ...... Done
Boostrap for single threshold
.................................................. + 50
.................................................. + 100
.................................................. + 150
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.................................................. + 300
Threshold estimator (level = 95):
-----------------------------------------------------
model | Threshold Lower Upper
-----------+-----------------------------------------
Th-1 | 0.0154 0.0141 0.0167
-----------------------------------------------------
Threshold effect test (bootstrap = 300):
-------------------------------------------------------------------------------
Threshold | RSS MSE Fstat Prob Crit10 Crit5 Crit1
-----------+-------------------------------------------------------------------
Single | 17.7818 0.0023 35.20 0.0000 13.0324 17.4336 24.0428
-------------------------------------------------------------------------------
option / not allowed
r(198);


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