(1)双门槛回归(下面第一个图中的prob不显著,但第二个图中的p值均显著,这表明是没通过双门槛检验还是通过了?这个prob算是p值吗?)
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model | Threshold Lower Upper
-----------+-----------------------------------------
Th-1 | 0.1490 0.1421 0.1509
Th-21 | 0.1483 0.1396 0.1490
Th-22 | 0.2401 0.2263 0.2422
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Threshold effect test (bootstrap = 300 300):
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Threshold | RSS MSE Fstat Prob Crit10 Crit5 Crit1
-----------+-------------------------------------------------------------------
Single | 218.2399 0.8362 24.93 0.1300 27.8009 41.1930 63.7223
Double | 206.5931 0.7915 14.71 0.2600 23.5208 30.6038 48.5569
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Fixed-effects (within) regression Number of obs = 270
Group variable: ID Number of groups = 30
R-sq: within = 0.6612 Obs per group: min = 9
between = 0.0691 avg = 9.0
overall = 0.0473 max = 9
F(8,232) = 56.61
corr(u_i, Xb) = -0.8226 Prob > F = 0.0000
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lnC | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
X1 | .5362785 .4913776 1.09 0.276 -.4318543 1.504411
X2 | .45198 1.71309 0.26 0.792 -2.923222 3.827181
X3 | 9.298838 3.167988 2.94 0.004 3.057136 15.54054
X4 | -6.747274 .8261958 -8.17 0.000 -8.37508 -5.119469
X5 | 23.19025 35.65447 0.65 0.516 -47.05768 93.43819
|
_cat#c.Dige |
0 | 16.6485 2.878814 5.78 0.000 10.97654 22.32046
1 | 5.810899 1.628876 3.57 0.000 2.60162 9.020178
2 | 2.190062 1.190194 1.84 0.067 -.1549074 4.535032
|
_cons | 2.634818 23.12364 0.11 0.909 -42.92435 48.19399
-------------+----------------------------------------------------------------
sigma_u | 10.63617
sigma_e | .94646981
rho | .99214371 (fraction of variance due to u_i)
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