用xthreg做门槛回归,发现只有单一门槛显著,门槛值和门槛区间和LR图如下,我发现图的置信区间和估计出来的置信区间不一致
请问这个图是正确的吗
Threshold effect test (bootstrap = 300):
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Threshold | RSS MSE Fstat Prob Crit10 Crit5 Crit1
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Single | 21.8515 0.0934 15.24 0.0367 11.8024 14.0939 19.5692
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Threshold estimator (level = 95):
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model | Threshold Lower Upper
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Th-1 | 0.4284 0.3885 0.4285
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