小弟在做门限效应时候，发现经常单个门限有时侯是不显著，但是在检验是否存在两个或是三个门限效应是却发现是显著的，这个是怎么回事，请各位不吝赐教，谢谢！
  因为帖子有字节限制，故只贴出部分软件输出结果。
可以看出，对于Single threshold ，其F-stat & Prob:    1.9899   0.1600
但对于Double threshold 则有：F-stat & Prob:    8.0390   0.0060
而triple threshold 有：F-stat & Prob:    9.9758   0.0010
按照单门限看，应该不存在门限效应，但两个、三个时候，则应该存在了，怎么理解？

================ Single threshold regession: ===================
  
Note: Critcal (Inverse CDF of LR stat): -2*ln(1-sqrt(1-alpha))
Ho: No threshold; Ha: Single threshold

F-stat & Prob:    1.9899   0.1600
F-critical value of 90% 95% 99%:
                 1
    +---------------+
  1 |  2.816777002  |
  2 |  4.210310792  |
  3 |  8.109910406  |
    +---------------+
Thresholds in single model:
  .3774607344
  
============ Double threshold regession: stage =  1
  
Minimized Sum of Squared Residuals:   46.1764
Standard error of residuals:    0.4656
Two Thresholds:    0.3775    1.4008
Threshold regression(Ordinary Std. Err.):
Threshold regression(Robust Std. Err.):
  
============ Double threshold regession: stage =  2
  
Minimized Sum of Squared Residuals:   45.7305
Standard error of residuals:    0.4634

Two Thresholds:    0.5952    1.4008

Thresholds in double model:
                 1
    +---------------+
  1 |   1.40077131  |
  2 |  .5952362116  |
    +---------------+
Ho: Single threshold; Ha: Double threshold

F-stat & Prob:    8.0390   0.0060
F-critical value of 90% 95% 99%:
                 1
    +---------------+
  1 |  3.138771292  |
  2 |   4.46502025  |
  3 |  7.030473966  |
    +---------------+
  
============ Triple threshold regession: stage = 1
  
Minimized Sum of Squared Residuals:   43.7034
Standard error of residuals:    0.4540
Threshold estimate:    0.7685
95% conf. int. of threshold:    0.6772    1.1408
Three Thresholds:    0.7685    1.4008    0.5952
  
============ Triple threshold regession: stage = 2
  
Minimized Sum of Squared Residuals:   43.7034
Standard error of residuals:    0.4540
Threshold estimate:    0.5952
95% conf. int. of threshold:    0.5929    0.5976
Three Thresholds:    0.5952    0.7685    1.4008
============ Triple threshold regession: stage = 3
  
Minimized Sum of Squared Residuals:   43.6753
Standard error of residuals:    0.4539
Threshold estimate:    0.3775
95% conf. int. of threshold:    0.1316    1.7684
Three Thresholds:    0.3775    0.5952    0.7685
Thresholds in triple model:
                 1
    +---------------+
  1 |  .7685199246  |
  2 |  .5952362116  |
  3 |  .3774607344  |
    +---------------+
Ho: Double threshold; Ha: Triple threshold

F-stat & Prob:    9.9758   0.0010
F-critical value of 90% 95% 99%: