I need your help. When we run a simple regression, we may access the coefficient by typing
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_b[x1]
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_b[_cons]
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. reg y x1 . di _b[x1] 1.6517423 . di _b[_cons] 3.1274369
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. threshold y, threshvar(z) regionvars(x1) Full sample: 1 - 2282 AIC = 6566.4751 Number of thresholds = 1 BIC = 6589.4063 Threshold variable: z HQIC = 6574.8388 --------------------------------- Order Threshold SSR --------------------------------- 1 111.2900 40409.1139 --------------------------------- ------------------------------------------------------------------------------ y | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- Region1 | x1 | 1.97371 .1257285 15.70 0.000 1.727287 2.220134 _cons | 3.561658 .1437241 24.78 0.000 3.279964 3.843352 -------------+---------------------------------------------------------------- Region2 | x1 | 2.061766 .2232064 9.24 0.000 1.62429 2.499243 _cons | -.5468127 .223591 -2.45 0.014 -.9850429 -.1085825 ------------------------------------------------------------------------------ . di _b[x1] 1.9737103 . di _b[_cons] 3.5616576
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