1、xthreg rfte  retd ritd  rpcgdp rhcz rtmt, rx(rltf) qx(rnr) thnum(1) bs(300) trim(0.01) grid(100)

Estimating  the  threshold  parameters:   1st ......  Done
Boostrap for single threshold
.................................................. +   50
.................................................. +  100
.................................................. +  150
.................................................. +  200
.................................................. +  250
.................................................. +  300
Threshold estimator (level = 95):
-----------------------------------------------------
     model |    Threshold         Lower         Upper
-----------+-----------------------------------------
      Th-1 |       0.3537       -0.3759        0.6801
-----------------------------------------------------
Threshold effect test (bootstrap = 300):
-------------------------------------------------------------------------------
Threshold |       RSS        MSE      Fstat    Prob   Crit10    Crit5    Crit1
-----------+-------------------------------------------------------------------
    Single |  5.43e+07   1.70e+05      24.66  0.0600  19.8686  24.8371  34.7183


2、. xthreg rfte  retd ritd  rpcgdp rhcz rtmt, rx(rltf) qx(rnr) thnum(1) bs(300) trim(0.01) grid(100)
Estimating  the  threshold  parameters:   1st ......  Done
Boostrap for single threshold
.................................................. +   50
.................................................. +  100
.................................................. +  150
.................................................. +  200
.................................................. +  250
.................................................. +  300
Threshold estimator (level = 95):
-----------------------------------------------------
     model |    Threshold         Lower         Upper
-----------+-----------------------------------------
      Th-1 |       0.3537       -0.3759        0.6801
-----------------------------------------------------
Threshold effect test (bootstrap = 300):
-------------------------------------------------------------------------------
Threshold |       RSS        MSE      Fstat    Prob   Crit10    Crit5    Crit1
-----------+-------------------------------------------------------------------
    Single |  5.43e+07   1.70e+05      24.66 0.0700  19.9099  28.5978  39.1915
-------------------------------------------------------------------------------

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