Dear all,
I use the xthreg function and I have two questions. I execute this code
xtset id year
xthreg y x1 x2, rx(x3) qx(x3) thnum(1) grid(400) trim(0.01) bs(300)
My results are OK
1. In the output I get estimates for "cat#c.x3 0 and 1". This means that if x3>threshold parameter then the indicator variable I(x3>threshold)=1. Is that correct?
2. If I want to add more variables in rx(), for example x2 and x3, I am not sure how to do that. I must create a varlist I guess. I tried this but with no results
xthreg y x1 x2 x3, rx( x2, x3) qx(x3) thnum(1) grid(400) trim(0.01) bs(300)
Many thanks in advance!
I use the xthreg function and I have two questions. I execute this code
xtset id year
xthreg y x1 x2, rx(x3) qx(x3) thnum(1) grid(400) trim(0.01) bs(300)
My results are OK
1. In the output I get estimates for "cat#c.x3 0 and 1". This means that if x3>threshold parameter then the indicator variable I(x3>threshold)=1. Is that correct?
2. If I want to add more variables in rx(), for example x2 and x3, I am not sure how to do that. I must create a varlist I guess. I tried this but with no results
xthreg y x1 x2 x3, rx( x2, x3) qx(x3) thnum(1) grid(400) trim(0.01) bs(300)
Many thanks in advance!
