xtptm varlist , rx(varlist) thrvar(varname) [ trim(real 0.05) ///
iters(integer 0) grid(integer 0) regime(integer 1) ]
where:
rx: regime dependent variables
thrvar: threshold variable
trim: trimmed proportion for search of threshold
iters: iterations for bootstrapping to compute p-value
grid: number of grids for search of threshold
regime: number of threshold, default is 1