use "E:\stata\sample\chap16\案例16.1.dta", clear

. cd E:\STATA12.0\ado\xtptm
E:\STATA12.0\ado\xtptm

. encode diqu,gen(region)

. xtset region year
       panel variable:  region (strongly balanced)
        time variable:  year, 2008 to 2012
                delta:  1 unit

. xtptm profit,rx(sale) thrvar(cost) iters(2000) grid(200)

================ Fundamental information: ===================

Number of Regime independent variables:    0
Number of Regime dependent variables:    1
Number of individuals in panel:   20
Number of periods in panel:    5

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

Sum of Squared Residuls:       1.1015
Stardard error of regression:       0.1181
Regression Result(ordinary standard error):
----------------------------------------------------
    |       Coef         Std           t        Prob
----+-----------------------------------------------
  1 |     0.0006      0.0005      1.3678      0.1752   （这里为什么只有一个系数？）
----------------------------------------------------
Regression Result(Robust standard error): （为什么又多了个稳健标准误？有什么作用？）
-----------------------------------------------------
    |       Coef   Std_Robust           t        Prob
----+------------------------------------------------
  1 |     0.0006       0.0004      1.6849      0.0960
-----------------------------------------------------

================ Single threshold regession: =================== 单门槛回归吗？单是只一个门槛变量还是指一个门槛值？

Minimized Sum of Squared Residuals:    0.8822
Standard error of residuals:    0.1064
Threshold estimator:   11.3611
95% conf. intv. of threshold:   11.3274   11.3836
LR Critical value to test gamma=gamma0:    7.3523 （请问这行结果怎么解读？）
Threshold regression(Ordinary Std. Error):
----------------------------------------------------
    |       Coef         Std           t        prob
----+-----------------------------------------------
  1 |    -0.0001      0.0005     -0.2480      0.8048
  2 |     0.0006      0.0004      1.3794      0.1717  （系数分别对应到什么变量阿，有常变量吗？）
----------------------------------------------------
Threshold regression(Robust Std. Error):
-----------------------------------------------------
    |       Coef   Std_Robust           t        prob
----+------------------------------------------------
  1 |    -0.0001       0.0004     -0.3052      0.7611
  2 |     0.0006       0.0003      1.6497      0.1030
-----------------------------------------------------
Note: Critcal (Inverse CDF of LR stat): -2*ln(1-sqrt(1-alpha))
Ho: No threshold; Ha: Single threshold
Number of bootstrap:2000
F-stat & Prob:   19.3819   0.0000
F-critical value of 90% 95% 99%:
                 1
    +---------------+
  1 |  2.859457574  |
  2 |  4.282186037  |
  3 |  7.315390308  |
    +---------------+
Thresholds in single model:
  11.36112623

============== Descrpitive statistic in each regime: =========== （大神帮忙解释下以下结果）

Descriptive statistics of y-X-THR at regime :  1
----------------------------------------------------------------
    |       Mean         Std         Min         Max       Count
----+-----------------------------------------------------------
  1 |    10.0823      0.3656      9.2360     10.5545          52
  2 |   217.1043     18.9613    138.0000    230.2526          52
  3 |    11.0819      0.1916     10.7579     11.3516          52
----------------------------------------------------------------
Descriptive statistics of y-X-THR at regime :  2
----------------------------------------------------------------
    |       Mean         Std         Min         Max       Count
----+-----------------------------------------------------------
  1 |    10.6126      0.9030      9.6125     12.4765          48
  2 |   233.6324     41.5348     89.0000    346.0000          48
  3 |    11.9187      0.6118     11.3667     13.2804          48
----------------------------------------------------------------
LR and Thresholds series are stored in Stata matrix: LR#
You can observe the scatter plot by: _matplot LR#, columns(1 2)

还有 最后的门槛值是确定了只有一个吗？还是要继续做regime(2),regime(3)阿？