Used in the xtdpthresh worked examples 4.1 and 4.2 (Nguyen and Lai 2026,     Stata Journal forthcoming).
Source: Hansen, B. E. 1999. Threshold effects in non-dynamic panels.     J. Econometrics 93: 345-368. Redistributed with author's permission for     academic/research use, consistent with the convention in xtabond2 (Roodman 2009)     and xthenreg (Kim-Kim-Seo 2019).