Threshold estimator (level = 95):
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model | Threshold Lower Upper
-----------+-----------------------------------------
Th-1 | 1210.0058 1169.9452 1311.5086
Th-21 | 1210.0058 1169.9452 1311.5086
Th-22 | 13070.0808 12827.4998 13106.4131
Th-3 | 42961.5945 37364.0211 43617.0640
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Threshold effect test (bootstrap = 300 300 300):
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Threshold | RSS MSE Fstat Prob Crit10 Crit5 Crit1
-----------+-------------------------------------------------------------------
Single | 1.6019 0.0055 110.41 0.0000 27.6427 33.5395 47.5877
Double | 1.3400 0.0046 56.70 0.0000 21.5724 26.1834 41.9563
Triple | 1.2395 0.0043 23.51 0.6600 62.8050 70.3232 89.3874
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Fixed-effects (within) regression Number of obs = 300
Group variable: citte Number of groups = 30
R-sq: within = 0.8401 Obs per group: min = 10
between = 0.0474 avg = 10.0
overall = 0.3773 max = 10
F(7,263) = 197.38
corr(u_i, Xb) = -0.4142 Prob > F = 0.0000
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TC | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnSI | -.0377325 .0030676 -12.30 0.000 -.0437728 -.0316923
lnPI | -.1321541 .0121324 -10.89 0.000 -.1560431 -.1082651
lnDT | -.0334176 .0188189 -1.78 0.077 -.0704725 .0036374
|
_cat#c.lnER |
0 | .0105936 .0395036 0.27 0.789 -.06719 .0883772
1 | .1441904 .0372007 3.88 0.000 .0709412 .2174396
2 | .0881924 .0378186 2.33 0.020 .0137267 .1626581
3 | .0283644 .0412613 0.69 0.492 -.0528801 .1096089
|
_cons | .4822313 .1297848 3.72 0.000 .2266817 .7377809
-------------+----------------------------------------------------------------
sigma_u | .14922445
sigma_e | .06963683
rho | .82117312 (fraction of variance due to u_i)
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F test that all u_i=0: F(29, 263) = 23.00 Prob > F = 0.0000
.