Hi All,

I'm trying to estimate Panel Threshold Model using xthreg, i want to include different intercept regime for my model but i dont know how to do. Here is my code :

. xthreg GCAPEX if id_kategori==1, rx(l.GCAPEX GSALES) qx(FCI) th(1) trim(0.05) bs(300) nobslog r
Estimating the threshold parameters: 1st ...... Done
Boostrapping for threshold effect test: 1st ...... Done

Threshold estimator (level = 95):
-----------------------------------------------------
model | Threshold Lower Upper
-----------+-----------------------------------------
Th-1 | 0.1605 0.0845 0.4635
-----------------------------------------------------

Threshold effect test (bootstrap = 300):
-------------------------------------------------------------------------------
Threshold | RSS MSE Fstat Prob Crit10 Crit5 Crit1
-----------+-------------------------------------------------------------------
Single | 2.9908 0.0193 15.57 0.0233 11.8032 14.5237 17.3683
-------------------------------------------------------------------------------

Fixed-effects (within) regression Number of obs = 186
Group variable: id Number of groups = 6

R-sq: within = 0.4213 Obs per group: min = 31
between = 0.9894 avg = 31.0
overall = 0.4853 max = 31

F(3,5) = .
corr(u_i, Xb) = 0.3672 Prob > F = .

(Std. Err. adjusted for 6 clusters in id)
--------------------------------------------------------------------------------
| Robust
GCAPEX | Coef. Std. Err. t P>|t| [95% Conf. Interval]
---------------+----------------------------------------------------------------
_cat#cL.GCAPEX |
0 | .1569641 .0640824 2.45 0.058 -.0077648 .3216931
1 | .6313402 .087909 7.18 0.001 .4053629 .8573174
|
_cat#c.GSALES |
0 | .7228613 .0833775 8.67 0.000 .5085327 .9371899
1 | .2884453 .0591617 4.88 0.005 .1363653 .4405254
|
_cons | -.007554 .002878 -2.62 0.047 -.0149521 -.0001559
---------------+----------------------------------------------------------------
sigma_u | .01649719
sigma_e | .13035778
rho | .01576324 (fraction of variance due to u_i)
--------------------------------------------------------------------------------


Could you please help me about that? Thank you in advance.