请问xthreg面板门槛检验结果和LR图为什么出现不一致,回归结果显示只有单一门槛,但LR图中第二个门槛结果也算显著吧,这种情况正常吗?那这个LR图就不能作为门槛结果的稳健性检验了吧
Threshold estimator (level = 95):
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model | Threshold Lower Upper
-----------+-----------------------------------------
Th-1 | -0.0817 -0.0822 -0.0810
Th-21 | -0.0817 -0.0822 -0.0810
Th-22 | -0.0049 -0.0207 -0.0049
-----------------------------------------------------
Threshold effect test (bootstrap = 500 500):
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Threshold | RSS MSE Fstat Prob Crit10 Crit5 Crit1
-----------+-------------------------------------------------------------------
Single | 3.0192 0.0070 51.82 0.0220 31.9621 41.3781 60.9581
Double | 2.9248 0.0068 13.95 0.3860 28.2012 37.3647 50.3168
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