求助求助：门限模型的stata13运行的问题

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收藏 2016-08-20

悬赏 18 个论坛币已解决

求助论坛里的大神们来帮我解答一下，在下感激不尽：用stata13运行门限命令结果出了问题，文件标准误的回归结果没有，提示r(3200) 我也没看懂，好像应该有门限值分组描述性统计，但是我的结果也木有，是我的命令有问题还是stata的问题呢？

xtptm lnfdi fta lngdp lnwage lngdppc tradop inf, rx(bit) thrvar(comrisk) iters(1000) trim(0.05) grid(100) regime(1)
================ Fundamental information: ===================

Number of Regime independent variables: 6
Number of Regime dependent variables: 1
Number of individuals in panel: 82
Number of periods in panel: 35

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

Sum of Squared Residuls: 2250.5817
Stardard error of regression: 0.8996
Regression Result(ordinary standard error):
----------------------------------------------------
\| Coef Std t Prob
----+-----------------------------------------------
1 \| 0.6463 0.0962 6.7170 0.0000
2 \| 0.9182 0.1517 6.0523 0.0000
3 \| 3.3039 0.2754 11.9957 0.0000
4 \| -3.1867 0.2649 -12.0318 0.0000
5 \| 0.0108 0.0012 8.7037 0.0000
6 \| 0.0000 0.0000 0.6396 0.5225
7 \| 0.4580 0.0976 4.6945 0.0000
----------------------------------------------------
Regression Result(Robust standard error):
-----------------------------------------------------
\| Coef Std_Robust t Prob
----+------------------------------------------------
1 \| 0.6463 . . .
2 \| 0.9182 . . .
3 \| 3.3039 . . .
4 \| -3.1867 . . .
5 \| 0.0108 . . .
6 \| 0.0000 . . .
7 \| 0.4580 . . .
-----------------------------------------------------

================ Single threshold regession: ===================

Minimized Sum of Squared Residuals: 7545.6915
Standard error of residuals: 1.6475
Threshold estimator: 6.5093
95% conf. intv. of threshold: 4.6498 6.9741
LR Critical value to test gamma=gamma0: 7.3523
Threshold regression(Ordinary Std. Error):
----------------------------------------------------
\| Coef Std t prob
----+-----------------------------------------------
1 \| 1.0719 0.1397 7.6706 0.0000
2 \| 1.9913 0.2514 7.9223 0.0000
3 \| 1.6410 0.4369 3.7564 0.0002
4 \| -1.8471 0.4365 -4.2316 0.0000
5 \| 0.0082 0.0019 4.2275 0.0000
6 \| 0.0000 0.0001 0.1675 0.8670
7 \| 0.3641 0.1755 2.0753 0.0381
8 \| -0.3192 0.1508 -2.1176 0.0343
----------------------------------------------------
Threshold regression(Robust Std. Error):
-----------------------------------------------------
\| Coef Std_Robust t prob
----+------------------------------------------------
1 \| 1.0719 . . .
2 \| 1.9913 . . .
3 \| 1.6410 . . .
4 \| -1.8471 . . .
5 \| 0.0082 . . .
6 \| 0.0000 . . .
7 \| 0.3641 . . .
8 \| -0.3192 . . .
-----------------------------------------------------
Note: Critcal (Inverse CDF of LR stat): -2*ln(1-sqrt(1-alpha))
threshold_bs(): 3200 conformability error
ptm(): - function returned error
<istmt>: - function returned error
r(3200);