黃河泉 发表于 2017-3-15 16:41 
你要把检定结果给我看,我才能帮你判断!(其实你应该先看一下原始文章才能知道你到底在做什么?)
Threshold estimator (level = 95):
-----------------------------------------------------
model | Threshold Lower Upper
-----------+-----------------------------------------
Th-1 | 22.7147 21.5880 25.2319
Th-21 | 22.7147 21.5880 25.2319
Th-22 | 2.5044 2.1080 2.5333
Th-3 | 7.1865 6.7287 7.2223
-----------------------------------------------------
Threshold effect test (bootstrap = 0 300 300):
-------------------------------------------------------------------------------
Threshold | RSS MSE Fstat Prob Crit10 Crit5 Crit1
-----------+-------------------------------------------------------------------
Single | 2.3878 0.0184 31.57 0.0000 8.2115 9.5797 13.6803
Double | 2.1657 0.0167 13.34 0.0433 9.2025 11.0739 32.2739
Triple | 1.9818 0.0152 12.06 0.9233 67.0259 76.1723 92.9337
-------------------------------------------------------------------------------
Fixed-effects (within) regression Number of obs = 143
Group variable: year Number of groups = 11
R-sq: within = 0.7667 Obs per group: min = 13
between = 0.5793 avg = 13.0
overall = 0.6967 max = 13
F(10,122) = 40.10
corr(u_i, Xb) = -0.1760 Prob > F = 0.0000
------------------------------------------------------------------------------
lnid | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnfdi | -.0631067 .0199064 -3.17 0.002 -.1025134 -.0237
lnscal | .2185722 .0335963 6.51 0.000 .1520649 .2850795
lnep | -.1686172 .0255373 -6.60 0.000 -.2191708 -.1180636
lnsati | -.1107021 .0266788 -4.15 0.000 -.1635155 -.0578887
lnlabor | .5606285 .062191 9.01 0.000 .4375151 .6837418
lnroad | .0918978 .0476223 1.93 0.056 -.0023752 .1861709
|
_cat#c.lner |
0 | .0431878 .0367118 1.18 0.242 -.0294869 .1158625
1 | -.0675575 .0367291 -1.84 0.068 -.1402665 .0051515
2 | .1252329 .0814783 1.54 0.127 -.0360616 .2865274
3 | -.553879 .1234883 -4.49 0.000 -.7983364 -.3094216
|
_cons | .3089003 .4289371 0.72 0.473 -.5402236 1.158024
-------------+----------------------------------------------------------------
sigma_u | .07683487
sigma_e | .13742912
rho | .23814086 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(10, 122) = 1.55 Prob > F = 0.0312
以上是我得出的三门槛结果,非常感谢!