export extra statistics from ado file (with different formats)

[River Huang]

Dear All, A new/useful -xthenreg- command (forthcoming in Stata Journal) can be downloaded here (or xthenreg.ado, xthenreg.sthlp). An example is:

webuse grunfeld, clear
xtset company year
xthenreg invest kstock mvalue , grid_num(50) trim_rate(0.1) boost(100)
dis e(boots_p)

with results

. webuse grunfeld, clear

. xtset company year
       panel variable:  company (strongly balanced)
        time variable:  year, 1935 to 1954
                delta:  1 year

. xthenreg invest kstock mvalue , grid_num(50) trim_rate(0.1) boost(100)
 
N = 10, T = 20
Panel Var. = company
Time Var. = year
Number of moment conditions = 207
Bootstrap p-value for linearity test = 0
------------------------------------------------------------------------------
      invest |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
     Lag_y_b |   .7073252   .4841191     1.46   0.144    -.2415308    1.656181
    mvalue_b |    .086302   .0083447    10.34   0.000     .0699467    .1026573
      cons_d |   1983.657   806.0061     2.46   0.014      403.914      3563.4
     Lag_y_d |  -.3786369   .8011415    -0.47   0.636    -1.948845    1.191571
    mvalue_d |  -.1759067   .0497469    -3.54   0.000    -.2734088   -.0784046
           r |      787.3    26.9621    29.20   0.000     734.4552    840.1447
------------------------------------------------------------------------------

. dis e(boots_p)
0

My first question is how can I obtain the following p-value in format like, say %9.3f (Bootstrap p-value for linearity test = 0) and my second question is: in the ado file, there is a corresponding test statistics `sup_wald_ori'. How can I export it in the same format as the p-value (%9.3f)? Thank you so much!

[Suresh Paul]

Try something like this!

webuse grunfeld, clear
xtset company year
xthenreg invest kstock mvalue , grid_num(50) trim_rate(0.1) boost(100)

// change display format
di %8.4f e(boots_p)

Output:

N = 10, T = 20
Panel Var. = company
Time Var. = year
Number of moment conditions = 207
Bootstrap p-value for linearity test = 0
------------------------------------------------------------------------------
      invest |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
     Lag_y_b |   .7073252   .4841191     1.46   0.144    -.2415308    1.656181
    mvalue_b |    .086302   .0083447    10.34   0.000     .0699467    .1026573
      cons_d |   1983.657   806.0061     2.46   0.014      403.914      3563.4
     Lag_y_d |  -.3786369   .8011415    -0.47   0.636    -1.948845    1.191571
    mvalue_d |  -.1759067   .0497469    -3.54   0.000    -.2734088   -.0784046
           r |      787.3    26.9621    29.20   0.000     734.4552    840.1447
------------------------------------------------------------------------------

. 
. display %8.4f e(boots_p) 
  0.0000

[Suresh Paul]

Btw, have you figured out how to identify the threshold point value \(\gamma\)?

I would love to know where the kink happens!

[River Huang]

Dear Suresh, Thanks for answering my first question. To answer the second question, we must modify the "xthenreg.ado". Do you know how to do that?

[River Huang]

Dear Suresh, I guess that `r' (787.3) in the last row of the result table is what you want.

[sedki zn]

Dear all

Finally we get the stata' command to deal with the endogeneity issue for threshold model, but it still not clear
i mean how can we know if it exists the threshold effect and at which level

( using the '' xthreg'' is clear)

so please how to deal with this output

kind regards
Sedki,

[fai ot]

Dear River Huang ,

I would like to know the meaning of "b" and "d"? Also, Is the the existence of non linear relationship means the existence of threshold level??

kind regards
Fairouz

[fai ot]

Dear River Huang Suresh Paul
Is the "mvalue_b" means the variable below the threshold level? kind regards Fairouz

[Yazidu Ustarz]

Dear All, Please i'm still struggling how to install the xthenreg command. I read several ways of going about it, but still not successful. I created a folder under personal and kept the commands, I used the sysdir set PERSONAL, and i typed ssc install xthenreg, but I got the message: nothing to install.

Please, I need your help. Thank you.

[Sarah S.]

Dear @Yazidu,

Just type help xthenreg in command window in SATAT and you will get message showing that it is not installed and there is an option install


Click on it and it will install it for you.

Thanks
Sarah

[Muhammad Bilal Ahsin]

sedki zn River Huang Suresh Paul fai ot


I am looking for explanation for "b" and "d".
Bootstrap p-value for linearity test = 0 "confirms the existence of threshold"
r coef, shows threshold level and its respective p value denotes significance of threshold

My questions are
1. How to explain the relationships below and above threshold level
2. How to identify number of thresholds like in "xthreg"
3. When we use kink static option model shows only results with b. Is b stands for basic or static model? and kink slope is simple slope of the model?
4. What is the role of Number of moment conditions it should be less than "N" or can be more than "N".

Thanks in advance. If you can provide your email or social media contact for faster communication it will be highly appreciated.

[zaki tchy]

Muhammad Bilal Ahsin Did you have any answer on this brother, because I am searching but so far no idea. what b and d means and how to interpret the results!! if you have ideas please share. Thank you.

[Zarifah Fasihah]

sedki zn River Huang Suresh Paul fai ot


I am looking for explanation for "b" and "d".
Bootstrap p-value for linearity test = 0 "confirms the existence of threshold"
r coef, shows threshold level and its respective p value denotes significance of threshold

My questions are
1. How to explain the relationships below and above threshold level
2. How to identify number of thresholds like in "xthreg"
3. When we use kink static option model shows only results with b. Is b stands for basic or static model? and kink slope is simple slope of the model?
4. What is the role of Number of moment conditions it should be less than "N" or can be more than "N".

Thanks in advance. If you can provide your email or social media contact for faster communication it will be highly appreciated.

Is anyone get the answer to this? How to interpret the xthenreg result?
Muhammad Bilal Ahsin
zaki tchy
sedki zn
River Huang
Suresh Paul
fai ot


Regards,
Zarifah