下面是我用Stata软件,thresholdtest和thresholdreg命令做的门槛回归,数据类型是截面的,有哪些大佬能帮我看一下门槛值是多少么?我总觉得这样错是错的,如果有错误,拜托指出来,跪求指教
thresholdtest LIFESTY DASS, q(love) trim_per(0.15) rep(5000)
Test of Null of No Threshold Against Alternative of Threshold
Allowing Heteroskedastic Errors (White Corrected)
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Number of Bootstrap Replications: 5000
Trimming Percentage: .15
Threshold Estimate: 59
LM-test for no threshold: 79.3667775
Bootstrap P-Value: 0
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. thresholdreg LIFESTY DASS , q(love) h(1)
Global OLS Estimation, Without Threshold
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Heteroskedasticity Correction Used
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Independent Variables Estimate St Error
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Intercept .628358246 .007843286
DASS -.285573351 .029339976
Observations: 1300
Degrees of Freedom: 1298
Sum of Squared Errors: 34.6964223
Residual Variance: .02673068
R-squared: .094399646
Heteroskedasticity Test (P-Value): .120199639
Threshold Estimation
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Threshold Estimate: 66
.95 Confidence Iterval: [66,66]
Sum of Squared Errors 32.179588
Residual Variance: .024829929
Joint R-Squared: .160090743
Heteroskedasticity Test (p-value):.120199639
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Regime1 q<=66
Parameter Estimates
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Independent Variables Estimate St Error
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Intercept .593219409 .008173018
DASS -.253438163 .027463794
.95 Confidence Regions for Parameters.
Independent Variables Low High
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Intercept .577200295 .609238524
DASS -.3072672 -.199609126
Observations: 889
Degrees of Freedom: 887
Sum of Squared Errors: 19.9939604
Residual Variance: .022541105
R-squared: .083844035
Regime2 q>66
Parameter Estimates
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Independent Variables Estimate St Error
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Intercept .711576188 .015511237
DASS -.380956111 .063455021
.95 Confidence Regions for Parameters.
Independent Variables Low High
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Intercept .681174164 .741978211
DASS -.505327952 -.25658427
Observations: 411
Degrees of Freedom: 409
Sum of Squared Errors: 12.1856276
Residual Variance: .02979371
R-squared: .157662642
. drop if love>66
(411 observations deleted)
. thresholdtest LIFESTY DASS, q(love) trim_per(0.15) rep(5000)
Test of Null of No Threshold Against Alternative of Threshold
Allowing Heteroskedastic Errors (White Corrected)
____________________________________________________________________
Number of Bootstrap Replications: 5000
Trimming Percentage: .15
Threshold Estimate: 55
LM-test for no threshold: 34.4725284
Bootstrap P-Value: 0
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. thresholdreg LIFESTY DASS, q(love) h(1)
Global OLS Estimation, Without Threshold
______________________________________________________________________
Heteroskedasticity Correction Used
______________________________________________________________________
Independent Variables Estimate St Error
______________________________________________________________________
Intercept .593219409 .008173018
DASS -.253438163 .027463794
Observations: 889
Degrees of Freedom: 887
Sum of Squared Errors: 19.9939604
Residual Variance: .022541105
R-squared: .083844035
Heteroskedasticity Test (P-Value): .012459282
Threshold Estimation
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Threshold Estimate: 55
.95 Confidence Iterval: [53,56]
Sum of Squared Errors 19.1257869
Residual Variance: .021611059
Joint R-Squared: .123625165
Heteroskedasticity Test (p-value):.012459282
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Regime1 q<=55
Parameter Estimates
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Independent Variables Estimate St Error
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Intercept .547643157 .01395092
DASS -.246975631 .04850735
.95 Confidence Regions for Parameters.
Independent Variables Low High
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Intercept .518895601 .575867963
DASS -.349117696 -.134314052
Observations: 294
Degrees of Freedom: 292
Sum of Squared Errors: 7.7404194
Residual Variance: .026508286
R-squared: .076993593
Regime2 q>55
Parameter Estimates
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Independent Variables Estimate St Error
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Intercept .617698002 .009743641
DASS -.266274747 .031922023
.95 Confidence Regions for Parameters.
Independent Variables Low High
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Intercept .596393521 .641504177
DASS -.34592452 -.203418926
Observations: 595
Degrees of Freedom: 593
Sum of Squared Errors: 11.3853675
Residual Variance: .019199608
R-squared: .100152904
. drop if love<=55
(294 observations deleted)
. thresholdtest LIFESTY DASS, q( love ) trim_per(0.15) rep(5000)
Test of Null of No Threshold Against Alternative of Threshold
Allowing Heteroskedastic Errors (White Corrected)
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Number of Bootstrap Replications: 5000
Trimming Percentage: .15
Threshold Estimate: 59
LM-test for no threshold: 7.5932696
Bootstrap P-Value: .0974
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