我也想知道

  不是残差图，是用来直观描述门限值的。

能具体解释一下吗？

结果里1 2 3 4的都代表那几个变量啊

我用命令xtptm y,rx(x) thrvar(x) iters(3000) trim(0.05)，得到结果如下：
================ Fundamental information: ===================

Number of Regime independent variables:    0
Number of Regime dependent variables:    1
Number of individuals in panel:    6
Number of periods in panel:   29

================ Ordinary Fixed effect regression: =========

Sum of Squared Residuls:     739.0820
Stardard error of regression:       2.1037
Regression Result(ordinary standard error):
----------------------------------------------------
    |       Coef         Std           t        Prob
----+-----------------------------------------------
  1 |     0.4216      0.0233     18.0876      0.0000
----------------------------------------------------
Regression Result(Robust standard error):
-----------------------------------------------------
    |       Coef   Std_Robust           t        Prob
----+------------------------------------------------
  1 |     0.4216       0.0273     15.4616      0.0000
-----------------------------------------------------

================ Single threshold regession: ===================

Minimized Sum of Squared Residuals:  169.4322
Standard error of residuals:    1.0103
Threshold estimator:   29.0000
95% conf. intv. of threshold:   29.0000   29.0000
LR Critical value to test gamma=gamma0:    7.3523
Threshold regression(Ordinary Std. Error):
----------------------------------------------------
    |       Coef         Std           t        prob
----+-----------------------------------------------
  1 |     0.7012      0.0163     43.0440      0.0000
  2 |     0.5004      0.0117     42.8418      0.0000
----------------------------------------------------
Threshold regression(Robust Std. Error):
-----------------------------------------------------
    |       Coef   Std_Robust           t        prob
----+------------------------------------------------
  1 |     0.7012       0.0149     47.1453      0.0000
  2 |     0.5004       0.0116     43.1624      0.0000
-----------------------------------------------------
Note: Critcal (Inverse CDF of LR stat): -2*ln(1-sqrt(1-alpha))
Ho: No threshold; Ha: Single threshold
Number of bootstrap:3000
F-stat & Prob:  558.1105   0.0000
F-critical value of 90% 95% 99%:
                 1
    +---------------+
  1 |  2.802225033  |
  2 |  3.890695915  |
  3 |  6.932982111  |
    +---------------+
Thresholds in single model:
  29

============== Descrpitive statistic in each regime: ===========

Descriptive statistics of y-X-THR at regime :  1
----------------------------------------------------------------
    |       Mean         Std         Min         Max       Count
----+-----------------------------------------------------------
  1 |    30.3895      7.6025     14.0369     45.2109         134
  2 |    19.8582      5.4458     10.0000     28.0000         134
  3 |    19.8582      5.4458     10.0000     28.0000         134
----------------------------------------------------------------
Descriptive statistics of y-X-THR at regime :  2
----------------------------------------------------------------
    |       Mean         Std         Min         Max       Count
----+-----------------------------------------------------------
  1 |    32.4134      6.4932     21.8680     42.6598          40
  2 |    31.5000      1.5359     29.0000     34.0000          40
  3 |    31.5000      1.5359     29.0000     34.0000          40
----------------------------------------------------------------
LR and Thresholds series are stored in Stata matrix: LR#
You can observe the scatter plot by: _matplot LR#, columns(1 2)
----------------------------------------------------------------------------------------

本文来自: 人大经济论坛 Stata专版 版，详细出处参考： https://bbs.pinggu.org/forum.php? ... amp;from^^uid=1569108