其实很好理解为什么不可以是二分类变量,我讲一下我的理解。首先我们看一下Hansen的原文
“Sometimes the subsamples are selected on categorical variables, such as gender, but in other cases the subsamples are selected based on continuous variables, such as firm size. In the latter case, some decision must be made concerning what is the appropriate threshold Ž.i.e., how big must a firm be to be categorized as ‘‘large’’ at which to split the sample.”
有时,子样本的选择是基于分类变量,如性别,但在其他情况下,子样本的选择是基于连续变量,如公司规模。在后一种情况下,必须决定什么是适当的门槛,即一个公司必须有多大才能被归类为 "大",才能分割样本。
这就表示,如果被解释变量是二分类变量的话,那么样本已经依据某一门槛被分为了0、1两类,就没必要探究门槛值了,只有被解释变量是连续变量的时候,门槛值并不明确,才需要进行分析。