黃河泉 发表于 2018-8-16 11:33 
请将指令与结果发出来！
name: <unnamed>
log: D:\stata11\ado\personal\PX_papers\Hansen_1999\xtthres_全样本2.log
log type: text
opened on: 15 Aug 2018, 16:51:42
.
end of do-file
. do "C:\Users\ADMINI~1\AppData\Local\Temp\STD00000000.tmp"
. xtset id year
panel variable: id (strongly balanced)
time variable: year, 2004 to 2007
delta: 1 unit
. xtdes
id: 9, 10, ..., 11740 n = 977
year: 2004, 2005, ..., 2007 T = 4
Delta(year) = 1 unit
Span(year) = 4 periods
(id*year uniquely identifies each observation)
Distribution of T_i: min 5% 25% 50% 75% 95% max
4 4 4 4 4 4 4
Freq. Percent Cum. | Pattern
---------------------------+---------
977 100.00 100.00 | 1111
---------------------------+---------
977 100.00 | XXXX
.
end of do-file
. do "C:\Users\ADMINI~1\AppData\Local\Temp\STD00000000.tmp"
. tabstat operatingprofit k ers size klratio statecapital foreign, s(min p25 p50 p75 max) /
> //
> format(%6.3f) c(s)
variable | min p25 p50 p75 max
-------------+--------------------------------------------------
operatingp~t | -0.927 0.002 0.024 0.066 0.756
k | 0.000 0.000 0.793 2.518 1443.540
ers | 0.032 0.220 0.465 1.490 6.053
size | 0.000 0.001 0.001 0.005 1.502
klratio | 0.000 21.938 48.809 101.426 4664.290
statecapital | 0.000 0.000 0.000 0.000 1.000
foreign | 0.000 0.000 0.000 0.907 1.000
----------------------------------------------------------------
. xtthres operatingprofit k ers size klratio statecapital foreign, th(ers) d(ers) ///
end of do-file
. do "C:\Users\ADMINI~1\AppData\Local\Temp\STD00000000.tmp"
. xtthres operatingprofit k ers size klratio statecapital foreign, th(ers) d(ers) ///
> min(120) bs1(3) bs2(3) bs3(2)
Begin Time :15 Aug 2018 16:52:56
+----------------------------------+
| ---单一门槛面板模型--- |
+----------------------------------+
第一个门槛估计值：1.23176
Fixed-effects (within) regression Number of obs = 3908
Group variable: id Number of groups = 977
R-sq: within = 0.0142 Obs per group: min = 4
between = 0.0275 avg = 4.0
overall = 0.0183 max = 4
F(7,2924) = 6.02
corr(u_i, Xb) = 0.0228 Prob > F = 0.0000
------------------------------------------------------------------------------
operatingp~t | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
k | .0000428 .0000406 1.05 0.292 -.0000368 .0001223
ers | (omitted)
size | .0530785 .0418009 1.27 0.204 -.0288838 .1350407
klratio | .0000294 9.59e-06 3.06 0.002 .0000106 .0000482
statecapital | -.0300086 .0074838 -4.01 0.000 -.0446827 -.0153345
foreign | .0057263 .0045487 1.26 0.208 -.0031928 .0146453
ers_1 | -.0200105 .0060936 -3.28 0.001 -.0319586 -.0080624
ers_2 | -.003979 .0017533 -2.27 0.023 -.0074169 -.0005412
_cons | .0363475 .0035256 10.31 0.000 .0294347 .0432604
-------------+----------------------------------------------------------------
sigma_u | .05507523
sigma_e | .09078252
rho | .26903319 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(976, 2924) = 1.47 Prob > F = 0.0000
STATA 自抽样中，请等待 ... ...
+----------------------------------+
| ---双重门槛面板模型--- |
+----------------------------------+
---搜索第二个门槛值---
第二个门槛估计值：.85051101
---重新搜索第一个门槛值---
更新后的第一个门槛估计值：1.0587699
Fixed-effects (within) regression Number of obs = 3908
Group variable: idnew Number of groups = 977
R-sq: within = 0.0165 Obs per group: min = 4
between = 0.0310 avg = 4.0
overall = 0.0209 max = 4
F(8,2923) = 6.14
corr(u_i, Xb) = 0.0259 Prob > F = 0.0000
------------------------------------------------------------------------------
operatingp~t | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
k | .0000442 .0000405 1.09 0.275 -.0000352 .0001237
ers | .0027807 .012998 0.21 0.831 -.0227055 .0282668
size | .0550829 .0417632 1.32 0.187 -.0268054 .1369712
klratio | .0000303 9.59e-06 3.16 0.002 .0000115 .0000491
statecapital | -.0307022 .0074777 -4.11 0.000 -.0453643 -.0160402
foreign | .0063435 .0045476 1.39 0.163 -.0025734 .0152604
ers_1 | (omitted)
ers_2 | -.0286553 .0116022 -2.47 0.014 -.0514046 -.0059059
ers_3 | -.0052851 .011991 -0.44 0.659 -.0287968 .0182266
_cons | .0312609 .0041673 7.50 0.000 .0230897 .0394321
-------------+----------------------------------------------------------------
sigma_u | .05499115
sigma_e | .09069038
rho | .26883173 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(976, 2923) = 1.47 Prob > F = 0.0000
STATA 自抽样中，请等待 ... ...
+----------------------------------+
| ---三重门槛面板模型--- |
+----------------------------------+
第三个门槛估计值：1.23176
Fixed-effects (within) regression Number of obs = 3908
Group variable: idnew Number of groups = 977
R-sq: within = 0.0168 Obs per group: min = 4
between = 0.0316 avg = 4.0
overall = 0.0213 max = 4
F(9,2922) = 5.53
corr(u_i, Xb) = 0.0261 Prob > F = 0.0000
------------------------------------------------------------------------------
operatingp~t | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
k | .000044 .0000405 1.09 0.278 -.0000355 .0001235
ers | -.0086673 .007913 -1.10 0.273 -.024183 .0068483
size | .0548555 .0417667 1.31 0.189 -.0270396 .1367507
klratio | .0000301 9.59e-06 3.14 0.002 .0000113 .0000489
statecapital | -.0305611 .0074802 -4.09 0.000 -.0452281 -.0158941
foreign | .0062533 .0045493 1.37 0.169 -.0026668 .0151735
ers_1 | .0088222 .012775 0.69 0.490 -.0162266 .033871
ers_2 | -.018424 .0090199 -2.04 0.041 -.0361101 -.000738
ers_3 | (omitted)
ers_4 | .0060192 .0074949 0.80 0.422 -.0086765 .020715
_cons | .032192 .0043258 7.44 0.000 .02371 .040674
-------------+----------------------------------------------------------------
sigma_u | .05497377
sigma_e | .09069589
rho | .26868358 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(976, 2922) = 1.47 Prob > F = 0.0000
STATA 自抽样中，请等待 ... ...
+--------------------------------------+
| ---门槛估计值和置信区间--- |
+--------------------------------------+
-------------------------------------------------------------------------------
门槛估计值 95% 置信区间
-----------------------------------------------------------------------------
单一门槛模型： 1.232 [ 1.014 , 1.490 ]
-----------------------------------------------------------------------------
双重门槛模型：
Ito1 0.851 [ 0.089 , 2.898 ]
Ito2 1.059 [ 0.887 , 1.238 ]
-----------------------------------------------------------------------------
三重门槛模型： 1.232 [ 0.089 , 4.995 ]
-------------------------------------------------------------------------------
+------------------------------------+
| ---门槛效果自抽样检验--- |
+------------------------------------+
-------------------------------------------------------------------------------
临界值
------------------------------------------------------------------
模型 F值 P值 BS次数 1% 5% 10%
-------------------------------------------------------------------------------
单一门槛 11.455*** 0.000 3 2.821 2.821 2.821
双重门槛 9.284 0.333 3 9.564 9.564 9.564
三重门槛 0.863 0.500 2 1.270 1.270 1.270
-------------------------------------------------------------------------------
以上是指令和结果，刚刚接触面板门槛，还请您多多指点~谢谢您
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