各位学术牛人大家好,最近在用FRONTIER4.1做技术效率的问题,使用 B&C 1992模型-1时,伽马值接近1,t检验显著。但是使用B&C 1995模型-2加入了外生影响变量时,伽马值确接近0---汗啊,另外个变量t检验显著,怎么可能这样啊,是我ins里的参数错了吗?
2 1=ERROR COMPONENTS MODEL, 2=TE
EFFECTS MODEL
ultimate.txt DATA FILE NAME
ultimate-out.txt OUTPUT FILE NAME
1 1=PRODUCTION FUNCTION, 2=COST
FUNCTION
y LOGGED DEPENDENT VARIABLE (Y/N)
39 NUMBER OF CROSS-SECTIONS
6 NUMBER OF TIME PERIODS
234 NUMBER OF OBSERVATIONS IN TOTAL
5 NUMBER OF REGRESSOR VARIABLES (Xs)
y MU (Y/N) [OR DELTA0 (Y/N) IF USING TE EFFECTS
MODEL]
8 ETA (Y/N) [OR NUMBER OF TE EFFECTS
REGRESSORS (Zs)]
n STARTING VALUES (Y/N)
IF YES THEN BETA0
BETA1 TO
BETAK
SIGMA SQUARED
GAMMA
MU [OR DELTA0
ETA DELTA1 TO
DELTAP]
NOTE: IF YOU ARE SUPPLYING
STARTING VALUES
AND YOU HAVE RESTRICTED MU
[OR DELTA0] TO BE
ZERO THEN YOU SHOULD NOT
SUPPLY A STARTING
VALUE FOR THIS PARAMETER.