门槛回归基本要求

门槛回归基本要求(Hansen,1999)
rx(varlist) is the regime-dependent variable. Time-series operators are allowed. （时间序列数据被允许操作）rx() is required.（格式要求）
qx(varname) is the threshold variable（门槛变量）. Time-series operators are allowed. qx() is required.
If. 如果门槛变量就是核心（主要）解释变量，fdi 既是门槛变量又是解释变量，命令中要写成rx（fdi）和qx（fdi）
If not.xthreg y x1 x3, rx(x2)qx(x3) thnum(1) trim(0.05) grid(400) bs(1000)，这样x3是门槛变量.应该是x2对y 之效果受到x3是否大于或小于某一个门槛值之影响
thnum(#) is the number of thresholds.（门槛值数量）In the current version (Stata 13), # must be equal to or less than 3. The default is thnum(1).门槛值数量，在当前的Stata 13版本中，数值选取不能大于3，默认值是1
grid(#) is the number of grid points. 大样本情况下采用格点法，一般不用关注。

选用默认值即可。

grid() is used to avoid consuming too much time when computing large samples. The default is grid(300).
trim(numlist) is the trimming proportion（修正比例）to estimate each threshold. The number of trimming proportions must be equal to the number of thresholds specified in thnum().
The default is trim(0.01) for all thresholds. For example, to fit a triple-threshold model, you may set trim(0.01 0.01 0.05).修正比例的数量必须和门槛值数量相同。

bs(numlist) is the number of bootstrap replications. If bs() is not set, xthreg does not use bootstrap for the threshold-effect test.
The number of bootstrap replications must be equal to the number of thresholds specified in thnum().
Eg:
xthreg y x1 x3, rx(x2)qx(x3) thnum(2) trim(0.05 0.05) grid(400) bs(1000 1000)
thlevel(#) specifies the confidence level, as a percentage, for confidence intervals of the threshold.
The default is thlevel(95).gen(newvarname) generates a new categorical variable with 0, 1, 2, ... for each regime. The default is gen(_cat).
noreg suppresses the display of the regression result.
nobslog suppresses the iteration process of the bootstrap.
thgiven fits the model based on previous results.
Eg:
如果研究经济增长（x3）对二氧化碳排放（y）是否存在门槛效应，门槛变量和解释变量都设为经济增长:
xthreg y x1 x2, rx(x3)qx(x3) thnum(1) trim(0.05) grid(400) bs(1000)
其中，x1,x2为其他解释变量，
那么结果就可以解释当经济增长超过门槛值时，其对二氧化碳排放的作用是多少，当经济增长低于门槛值时，其对经济增长的作用是多少。

如果以经济增长为门槛研究能源消费结构（x2）对二氧化碳排放（y）的影响，xthreg y x1 x3, rx(x2)qx(x3) thnum(1) trim(0.05) grid(400) bs(1000)
使用findit xthreg命令代码安装。