求助!stata门限面板回归模型xthreg命令结果中 _cat#c表格中的回归系数代表什么,该怎么解释,其中的系数分别应该和门槛变量的哪一个区间对应
程序如下:
. xthreg ei ,rx(ur) qx(gdp) thnum(2) bs(100,100) trim(0.05,0.05) grid(400)
结果如下:
Estimating the threshold parameters: 1st ...... 2nd ...... Done
Boostrap for single threshold
.................................................. + 50
.................................................. + 100
Boostrap for double threshold model:
.................................................. + 50
.................................................. + 100
Threshold estimator (level = 95):
model Threshold Lower Upper
Th-1 73856.0000 73002.0000 74016.0000
Th-21 73856.0000 73002.0000 74016.0000
Th-22 38572.0000 38130.5000 38909.0000
Threshold effect test (bootstrap = 100 100):
Threshold RSS MSE Fstat Prob Crit10 Crit5 Crit1
Single 18.3264 0.0679 74.77 0.0100 29.9380 38.1389 48.8694
Double 16.2775 0.0603 33.98 0.0200 24.3504 27.9518 39.1289
Fixed-effects (within) regression Number of obs = 280
Group variable: province1 Number of groups = 28
R-sq: within = 0.4878 Obs per group: min = 10
between = 0.3558 avg = 10.0
overall = 0.3711 max = 10
F(3,249) = 79.04
corr(u_i, Xb) = -0.4822 Prob > F = 0.0000
ei Coef. Std. Err. t P>t [95% Conf. Interval]
_cat#c.ur
0 .0175802 .0056805 3.09 0.002 .0063923 .0287681
1 .0232043 .0050716 4.58 0.000 .0132156 .033193
2 .032115 .0049242 6.52 0.000 .0224167 .0418133
_cons .2418701 .28917 0.84 0.404 -.3276608 .8114011
sigma_u .46929019
sigma_e .25567885
rho .77111155 (fraction of variance due to u_i)
F test that all u_i=0: F(27, 249) = 25.08 Prob > F = 0.0000