[回归分析求助] 门槛回归结果中国 cat#c.z10 部分的回归系数是什么意思？ [推广有奖]

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j_2023 发表于 2020-4-6 16:22:08 |AI写论文

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xthreg k1 z1 z3 z16 z28 z30 , rx(z10 m10)  qx(x8) thnum(1)  grid(400)  trim(0.01) b
> s(300)
Estimating  the  threshold  parameters: 1st ......  Done
Boostrap for single threshold
.................................................. + 50
.................................................. +  100
.................................................. +  150
.................................................. +  200
.................................................. +  250
.................................................. +  300

Threshold estimator (level = 95):
-----------------------------------------------------
   model | Threshold       Lower       Upper
-----------+-----------------------------------------
   Th-1 |    0.0725       0.0723       0.0727
-----------------------------------------------------

Threshold effect test (bootstrap = 300):
-------------------------------------------------------------------------------
Threshold |    RSS       MSE    Fstat Prob Crit10 Crit5 Crit1
-----------+-------------------------------------------------------------------
Single | 0.0029    0.0000    31.97  0.2567  55.9097  75.1313  109.4152
-------------------------------------------------------------------------------

Fixed-effects (within) regression             Number of obs    =    270
Group variable: id                            Number of groups =       30

R-sq:  within  = 0.5776                      Obs per group: min =       9
   between = 0.4978                                     avg =    9.0
   overall = 0.4903                                     max =       9

                                             F(9,231)          =    35.10
corr(u_i, Xb)  = -0.5959                      Prob > F          = 0.0000

------------------------------------------------------------------------------
      k1 |    Coef. Std. Err.    t P>|t|    [95% Conf. Interval]
-------------+----------------------------------------------------------------
      z1 | .0129228 .0022652    5.70 0.000    .0084596 .0173859
      z3 |  -.0021464 .0027198 -0.79 0.431 -.0075052 .0032125
      z16 |  -.0106852 .0038068 -2.81 0.005 -.0181857 -.0031847
      z28 | .0107854 .0015736    6.85 0.000    .0076849 .0138858
      z30 | .0000242 .0000351    0.69 0.492    -.000045 .0000933
         |
  _cat#c.z10 |
      0  | .0661679 .0238432    2.78 0.006    .0191899 .1131459
      1  | .0501735 .0246426    2.04 0.043    .0016205 .0987265
         |
  _cat#c.m10 |
      0  |  -.0407268 .0129384 -3.15 0.002 -.0662192 -.0152344
      1  |  -.0216778 .014134 -1.53 0.126 -.0495258 .0061703
         |
   _cons |  -.0261962 .0110117 -2.38 0.018 -.0478924    -.0045
-------------+----------------------------------------------------------------
   sigma_u |  .00710821
   sigma_e |  .00357147
      rho |  .79843554 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0:    F(29, 231) = 18.74          Prob > F = 0.0000