可以私聊

还有一个问题
当r=3时
为什么位置参数的值会出现 c1>c2<c3的情况，不应该是是c1<c2<c3吗？
这样的的结果该怎么解释？

PLEASE CITE:

Fouquau J., Hurlin C. et Rabaud I. (2008), The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach
Economic Modelling, vol. 25(2), pp. 284-299

AND

Colletaz G. et Hurlin C. (2006), Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach
Document de Recherche LEO

Thank you


***********************
*** LINEARITY Tests ***
***********************

H0: Linear Model H1: PSTR model with at least one Threshold Variable (r=1)

     Wald Tests (LM):         W = 100.807    pvalue = 0.000

     Fisher Tests (LMF):      F = 25.507    pvalue = 0.000

     LRT Tests (LRT):         LRT = 114.793    pvalue = 0.000



**************************************************************************
*** TESTING THE NUMBER OF REGIMES: TESTS OF NO REMAINING NON-LINEARITY ***
**************************************************************************

  Initial Conditions : Assumed Number of Thresholds r = 1   Number of Regressions = 270
Initial Conditions on (c,gamma)
    4.0000   16.5500

  Estimation of the Model with r = 1 and m = 1 : Convergence = 1   RSS = 0.277
  RSS under H1 = 0.264

  Initial Conditions : Assumed Number of Thresholds r = 2   Number of Regressions = 270
Initial Conditions on (c,gamma)
    4.2623    5.0000   16.3937    9.1500

  Estimation of the Model with r = 2 and m = 1 : Convergence = 1   RSS = 0.233

WARNING: At least one estimated Location Parameter is outside the trimming for a PTR model

The location Parameter should range from  9.1500  to  20.7500 in a PTR model

  RSS under H1 = 0.224

  Initial Conditions : Assumed Number of Thresholds r = 3   Number of Regressions = 270
Initial Conditions on (c,gamma)
    6.6727   14.4274    1.4000   16.5874    8.9534   18.2100

  Estimation of the Model with r = 3 and m = 1 : Convergence = 1   RSS = 0.206

WARNING: At least one estimated Location Parameter is outside the trimming for a PTR model

The location Parameter should range from  9.1500  to  20.7500 in a PTR model

  RSS under H1 = 0.204

H0: PSTR with r = 1  against  H1: PSTR with at least r = 2

     Wald Tests (LM):         W = 20.259    pvalue = 0.001

     Fisher Tests (LMF):      F = 4.025    pvalue = 0.001

     LRT Tests (LRT):         LRT = 20.749    pvalue = 0.001

H0: PSTR with r = 2  against  H1: PSTR with at least r = 3

     Wald Tests (LM):         W = 16.735    pvalue = 0.005

     Fisher Tests (LMF):      F = 3.256    pvalue = 0.007

     LRT Tests (LRT):         LRT = 17.068    pvalue = 0.004

H0: PSTR with r = 3  against  H1: PSTR with at least r = 4

     Wald Tests (LM):         W = 4.246    pvalue = 0.515

     Fisher Tests (LMF):      F = 0.792    pvalue = 0.556

     LRT Tests (LRT):         LRT = 4.267    pvalue = 0.512


Given the choices of rmax = 3 and m = 1, the OPTIMAL (LMF criterion) NUMBER OF THRESHOLD FUNCTIONS is r = 3


**************************************
*** FINAL ESTIMATION OF PSTR MODEL ***
**************************************

   Final Estimation of the Model with r = 3 and m = 1 by NLS ***

   Initial Conditions on (gamma,c) :
    3.1033   13.9345    1.7756   16.7170    8.9645   23.7064


WARNING FINAL ESTIMATION: At least one estimated Location Parameter is outside the trimming for a PTR model

The location Parameter must range from  9.1500  to  20.7500 for a PTR model

WARNING: at least one explicative variable is used as threshold variable

  RSS = 0.206      Convergence = 1   

  AIC = -7.462      BIC = -7.217   

Estimated slope parameter of the transition function (one for for each transition function)
    3.1033   13.9344    1.7756

Estimated location parameters (per column for each transition function)
   16.7170    8.9645   23.7064

Estimated slope parameters (per column for each transition function)
    0.0833   -0.0152   -0.1035    0.0033
   -0.0347    0.0630    0.0534   -0.0139
    0.3304   -0.0218   -0.3129    1.7043
    1.0586   -0.0353    0.0834   -0.6643
   -0.0586    0.0226    0.0586   -0.0134

Standard Errors of estimated slope parameters corrected fo heteroskedasticity (per column for each transition function)
    0.0262    0.0114    0.0267    0.0125
    0.0100    0.0098    0.0102    0.0151
    0.3504    0.0149    0.3491    0.4974
    0.1087    0.0054    0.1146    0.2006
    0.0244    0.0031    0.0243    0.0024

t-statistics based on corrected standard errors (per column for each transition function)
    3.1743   -1.3382   -3.8816    0.2681
   -3.4805    6.4124    5.2344   -0.9261
    0.9430   -1.4595   -0.8964    3.4263
    9.7404   -6.5173    0.7278   -3.3122
   -2.4072    7.3059    2.4110   -5.5755

c值不是人为确定的吗，一般情况下都是1或2，你设置为3怎么解释呢？还有将门槛设置为解释变量，在将这列数重新命名作为解释变量添加进去应该可以吧。用MATLAB做出来是可以的。
有个问题想请教，这个包可以自动画图吗？画几个图？

您好，如果您的求助没有解决，请到项目交易发布需求，会有更快更专业的用户帮助您https://bbs.pinggu.org/z_prj.php

如果有3个转换函数，如果C值设为1时，三个转换函数各有一个c值，。
我试过将转换变量重新添加进解释变量，结果是一样的。
我这个包不能自动画图。