发邮件给我，我把最新的 ado file 发给你。
或者，最近王群勇老师发布了一个新命令，运算速度比我的那个快。
findit xthreg


st0373 from http://www.stata-journal.com/software/sj15-1
    SJ15-1 st0373. Fixed-effect panel threshold... / Fixed-effect panel
    threshold model using STATA / by Qunyong Wang, Institute of Statistics and
    / Econometrics, Nankai University / Support:  qunyongwang@outlook.com /
    After installation, type help xthreg

谢谢连老师