Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • How to get the significance level stars for the coefficients in thresholdreg cammand for (Hansen, 2000)


    Threshold Estimation
    __________________________________________________ ____________________

    Threshold Estimate: 4.100343
    .95 Confidence Iterval: [4.082761,4.182233]
    Sum of Squared Errors 11.4823451
    Residual Variance: .021746866
    Joint R-Squared: .993406569
    Heteroskedasticity Test (p-value):.043965116

    __________________________________________________ ____________________

    Regime1 q<=4.100343

    Parameter Estimates
    __________________________________________________ ____________________
    Independent Variables Estimate St Error
    __________________________________________________ ____________________
    Intercept 2.1050302 .17638667
    lncapital .218720901 .023952695
    lnlabor .428678465 .033883657
    lnrevenue .350548266 .019423212
    lnopen .000348971 .028795419
    lngdppc .318343441 .032436512

    .95 Confidence Regions for Parameters.
    Independent Variables Low High
    __________________________________________________ ____________________
    Intercept 1.74280955 2.47330556
    lncapital .169681588 .266667076
    lnlabor .361537277 .496508874
    lnrevenue .311568364 .388990414
    lnopen -.05823446 .060934149
    lngdppc .25399707 .383197259

    Observations: 285
    Degrees of Freedom: 279
    Sum of Squared Errors: 6.52086933
    Residual Variance: .023372292
    R-squared: .993348238


    Regime2 q>4.100343

    Parameter Estimates
    __________________________________________________ ____________________
    Independent Variables Estimate St Error
    __________________________________________________ ____________________
    Intercept 3.12563751 .140347745
    lncapital .281159853 .022768942
    lnlabor .449790955 .038802933
    lnrevenue .216991674 .038827822
    lnopen -.139749134 .020820196
    lngdppc .439888761 .035179999

    .95 Confidence Regions for Parameters.
    Independent Variables Low High
    __________________________________________________ ____________________
    Intercept 2.82730182 3.40827219
    lncapital .236532727 .331431328
    lnlabor .371013115 .526276803
    lnrevenue .136842184 .295062769
    lnopen -.182150554 -.097987048
    lngdppc .368117593 .509386307

    Observations: 255
    Degrees of Freedom: 249
    Sum of Squared Errors: 4.9614758
    Residual Variance: .019925606
    R-squared: .993245143

Working...
X