用网上的门限程序做回归,为什么出现这样的结果啊。。虽然有门限值,可是为什么一开始全是0啊?最后那几行是什么意思啊?为什么没有门限矩阵啊?求帮忙。。。
. . xtptm fdi gdp service pgdp edu wage wzycd trans wmycd, rx(gdp) thrvar(edu) iters(500) trim(0.05) grid(100) regime(1)
================ Fundamental information: ===================
Number of Regime independent variables: 8
Number of Regime dependent variables: 1
Number of individuals in panel: 31
Number of periods in panel: 12
================ Ordinary Fixed effect regression: =========
Sum of Squared Residuls: 0.0000
Stardard error of regression: 0.0000
Regression Result(ordinary standard error):
----------------------------------------------------
| Coef Std t Prob
----+-----------------------------------------------
1 | 0.0000 0.0000 . .
2 | 0.0000 0.0000 . .
3 | 0.0000 0.0000 . .
4 | 0.0000 0.0000 . .
5 | 0.0000 0.0000 . .
6 | 0.0000 0.0000 . .
7 | 0.0000 0.0000 . .
8 | 0.0000 0.0000 . .
9 | 0.0000 0.0000 . .
----------------------------------------------------
Regression Result(Robust standard error):
-----------------------------------------------------
| Coef Std_Robust t Prob
----+------------------------------------------------
1 | 0.0000 . . .
2 | 0.0000 . . .
3 | 0.0000 . . .
4 | 0.0000 . . .
5 | 0.0000 . . .
6 | 0.0000 . . .
7 | 0.0000 . . .
8 | 0.0000 . . .
9 | 0.0000 . . .
-----------------------------------------------------
================ Single threshold regession: ===================
Minimized Sum of Squared Residuals: 1.09e+07
Standard error of residuals: 181.1154
Threshold estimator: 9.6628
95% conf. intv. of threshold: 9.6628 9.6628
LR Critical value to test gamma=gamma0: 7.3523
Threshold regression(Ordinary Std. Error):
-----------------------------------------------------
| Coef Std t prob
-----+-----------------------------------------------
1 | 0.0592 0.0039 15.0139 0.0000
2 | 11.8714 4.4090 2.6926 0.0075
3 | -0.0099 0.0038 -2.5759 0.0104
4 | -235.7510 78.4204 -3.0062 0.0028
5 | 0.0277 0.0087 3.1747 0.0016
6 | -3.79e+03 1016.6338 -3.7288 0.0002
7 | -2.5682 0.7510 -3.4199 0.0007
8 | -345.7686 157.3463 -2.1975 0.0287
9 | -0.0205 0.0025 -8.3134 0.0000
10 | 0.0000 0.0000 . .
-----------------------------------------------------
Threshold regression(Robust Std. Error):
------------------------------------------------------
| Coef Std_Robust t prob
-----+------------------------------------------------
1 | 0.0592 . . .
2 | 11.8714 . . .
3 | -0.0099 . . .
4 | -235.7510 . . .
5 | 0.0277 . . .
6 | -3.79e+03 . . .
7 | -2.5682 . . .
8 | -345.7686 . . .
9 | -0.0205 . . .
10 | 0.0000 . . .
------------------------------------------------------
Note: Critcal (Inverse CDF of LR stat): -2*ln(1-sqrt(1-alpha))
mm_quantile(): 3351 argument has missing values
ptm(): - function returned error
<istmt>: - function returned error
r(3351);