各位大神,我这个面板回归只有三门槛在10%的置信度下有显著,在第一和第二都不显著。请问可以认为存在三门槛吗?谢谢。回归中四部分只有一部分不显著,其他三部份都显著的。
回归图如下:
Threshold estimator (level = 95):
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model | Threshold Lower Upper
-----------+-----------------------------------------
Th-1 | 5.5747 4.4914 5.9456
Th-21 | 5.5747 4.4914 5.9456
Th-22 | 41.6530 30.8524 42.9621
Th-3 | 41.4163 40.5933 41.6530
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Threshold effect test (bootstrap = 300 300 300):
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Threshold | RSS MSE Fstat Prob Crit10 Crit5 Crit1
-----------+-------------------------------------------------------------------
Single | 0.3494 0.0011 18.13 0.2933 30.9880 36.5621 50.5968
Double | 0.3384 0.0010 10.80 0.5167 25.0159 41.7755 67.9244
Triple | 0.3184 0.0010 20.71 0.0867 19.8879 24.9626 32.8878
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Fixed-effects (within) regression Number of obs = 341
Group variable: id Number of groups = 31
R-sq: within = 0.4100 Obs per group: min = 11
between = 0.2698 avg = 11.0
overall = 0.0278 max = 11
F(9,301) = 23.24
corr(u_i, Xb) = -0.5312 Prob > F = 0.0000
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theil | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lgdp | -.6740043 .1041033 -6.47 0.000 -.8788667 -.4691418
pk | -.0003311 .000104 -3.18 0.002 -.0005357 -.0001265
lexgdp | -.0166146 .006928 -2.40 0.017 -.0302481 -.0029811
lingdp | .0338651 .0053103 6.38 0.000 .0234151 .0443151
innogdp | .8702414 1.809514 0.48 0.631 -2.690658 4.431141
|
_cat#c.Score |
0 | 1.971892 .4865311 4.05 0.000 1.014459 2.929326
1 | -.3238685 .2281842 -1.42 0.157 -.7729067 .1251698
2 | -7.125686 1.530555 -4.66 0.000 -10.13763 -4.113744
3 | .2156696 .0592719 3.64 0.000 .0990297 .3323094
|
_cons | 1.795775 .4745409 3.78 0.000 .8619368 2.729613
-------------+----------------------------------------------------------------
sigma_u | .10287474
sigma_e | .0325377
rho | .90906117 (fraction of variance due to u_i)
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F test that all u_i=0: F(30, 301) = 49.89 Prob > F = 0.0000