求助！为什么用xthreg2做回归，RSS和Prob都是0？

1264

收藏 2023-01-30

  xthreg lnTFP_lp $kz_var1 year2 year3 year4 year5 year6 year7, rx(Score) qx(Score) th
> num(3) grid(150)  trim(0.01) bs(100)
Estimating threshold within range ( 0.7075 , 7.1949 ), obs =  72
  1st ...  2nd ...  3rd ...  Done
Bootstrap for single threshold
.................................................. + 50
.................................................. +  100
Bootstrap for double threshold model:
.................................................. + 50
.................................................. +  100
Bootstrap for triple threshold model:
.................................................. + 50
.................................................. +  100

Threshold estimator (level = 95):
-----------------------------------------------------
   model | Threshold       Lower       Upper
-----------+-----------------------------------------
   Th-1 |    7.1949       6.7564       7.1949
   Th-21 |    7.1949       6.7564       7.1949
   Th-22 |    0.7618       0.7618       0.8721
   Th-3 |    0.8721       0.8721       0.9367
-----------------------------------------------------

Threshold effect test (bootstrap = 100):
--------------------------------------------------------------------------------------
Threshold |    RSS       MSE    Fstat    Prob    Crit10    Crit5    Crit1
-----------+--------------------------------------------------------------------------
Single | 0.0000    0.0000       . 0.000       .       .       .
Double | 0.0000    0.0000       . 0.000       .       .       .
Triple | 0.0000    0.0000       . 0.000       .       .       .
--------------------------------------------------------------------------------------

Fixed-effects (within) regression             Number of obs    =    4,022
Group variable: id                            Number of groups  =       877

R-squared:                                     Obs per group:
   Within  = 0.5977                                        min =       1
   Between = 0.4065                                        avg =       4.6
   Overall = 0.4682                                        max =       7

                                             F(15,3130)       =    310.03
corr(u_i, Xb) = 0.2149                         Prob > F       =    0.0000

------------------------------------------------------------------------------
lnTFP_lp | Coefficient  Std. err.    t P>|t|    [95% conf. interval]
-------------+----------------------------------------------------------------
固定资产比率 |  -.2073648 .0099757 -20.79 0.000 -.2269243 -.1878053
  资产负债率 | .0426177 .0054875    7.77 0.000    .0318584 .0533771
  资本密集度 |  -.0100925 .0002477 -40.75 0.000 -.0105782 -.0096069
盈利能力 | .0911319 .0052847 17.24 0.000    .0807701 .1014937
  股权集中度 | -.000767 .0001326 -5.78 0.000    -.001027 -.000507
企业规模 | .0279236 .0015645 17.85 0.000    .0248561 .0309912
   year2 | .0045387 .0025997    1.75 0.081 -.0005586    .009636
   year3 | .0133982 .0028801    4.65 0.000    .0077511 .0190453
   year4 | .0209766 .0032688    6.42 0.000    .0145674 .0273858
   year5 | .0270996 .0037233    7.28 0.000    .0197992 .0343999
   year6 | .0357798 .0023806 15.03 0.000    .0311121 .0404475
   year7 | .0336147 .0039089    8.60 0.000    .0259505 .0412789
         |
_cat#c.Score |
      0  | .0194193 .0068438    2.84 0.005    .0060006 .0328381
      1  | .0051711 .0067543    0.77 0.444 -.0080721 .0184144
      2  | .0034387 .0011116    3.09 0.002    .0012592 .0056182
         |
   _cons | 1.911858 .0124571 153.48 0.000    1.887433 1.936283
-------------+----------------------------------------------------------------
   sigma_u |  .07857712
   sigma_e |  .02611101
      rho |  .90055861 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(876, 3130) = 32.84                Prob > F = 0.0000