threshold model vs interaction

[sedki zn]

Dear all,
i hope that you are doing good


i am getting a bit confused and i would like to know if the threshold variable plays the same role of of the moderator variable in a linear regression ?

for example , in my work i have studied the following relationships:

1. impact of financial constraints on CEO stock option using a threshold model
2. impact of CEO stock option on Risk taking using quantile regression
3. impact of financial constraints on risk taking using threshold model

then i have studied the moderated role of CEO stock option in the relationship between financial constraints and risk taking using threshold model.
( here, CEO stock options is the threshold variable). is this conceptually correct ? ( because using linear regression, mediation would be appropriated, not moderation)

Stay safe,
SEDKI

[daniel klein]

Please show your models in terms of Stata code and output.

[sedki zn]

Please show your models in terms of Stata code and output.

Stata Code: xtendothresdpd RD L.RD SIZE MTB AG ceo_tn INSTITU div , thresv( SOTOTREM ) stub(enr) pivar( SAindex ) dgmmiv( RD) twostep vce(robust)

Best regards,

[Badiah Eljahimi]

sedki zn Hi Sedki,

My research is about the effect of inflation on the relationship between financial development (fdxstwo)and economic growth (rgdpg)

N=43, T=8
the dependent variable is rgdpg
independent variable is (fdxstwo)

endogenous variables are rgdpg ihs_inigdppc fdxstwo ihs_gfcf

control varaibles are ihs_inf ihs_gov ihs_trd ihs_lbor

I am trying to type xtendothresdpd command with my variables as follow:

xtendothresdpd rgdpg L.rgdpg fdxtwo ihs_gov ihs_trd ihs_lobr ihs_gfcf , thresv( ihs_inf) stub(inf) pivar(fdxstwo) dgmmiv(rgdpg) twostep vce(robust)



endogenous variables are rgdpg ihs_inigdppc fdxstwo ihs_gfcf

exegnouse varaibles are ihs_inf ihs_gov ihs_trd ihs_lbor

In the xtendothresdpd command I put dependent variable and it's lag variable, independent variable, control variables, and then for the thresv option i put (thresold variable which is ihs_inf) and for stub option I put the threshold varible, ihs_inf, but in different name what I called (inf), and for the option of pivar I put the independent variable which is depends on the threshold and this variable is (fdxtwo), the dgmmiv option I put the dependent variable (rgdpg). However I got this message from stata

xtendothresdpd rgdpg rgdpg_lag1 fdxstwo ihs_gov ihs_gfcf ihs_trd ihs_lbor ihs_inigdppc , thresv(ihs_inf) stub(th) pivar(ihs_inf) dgmmiv(rgdpg) twostep vce(robust) ================================================== ============================ Performing Dynamic Panel Data Threshold Effects with Endogenous Regressors Estimations. This may take some time, please wait. ================================================== ============================ nquantiles() must be less than or equal to number of observations plus one r(198);

;

what is mean this message?

Do I put the variables correctly in the command? May be I did the command incorrectly!!

I would appreciate your help
Regards

Badiah