我用的是面板数据,用的是STATA9.0,采用B-C1992年模型,命令是
xtfrontier L realout mach fe ca sown irri draught northeast northwest middle southwest southeast south, tvd cost
迭代过程如下:
| Iteration | 0: | log | likelihood | = | 129.20827 | (not | concave) |
| Iteration | 1: | log | likelihood | = | 156.85453 | (not | concave) |
| Iteration | 2: | log | likelihood | = | 217.86963 |
| Iteration | 3: | log | likelihood | = | 294.9994 |
| Iteration | 4: | log | likelihood | = | 322.94202 |
| Iteration | 5: | log | likelihood | = | 326.57645 |
| Iteration | 6: | log | likelihood | = | 334.46053 |
| Iteration | 7: | log | likelihood | = | 335.18159 |
| Iteration | 8: | log | likelihood | = | 335.39737 |
| Iteration | 9: | log | likelihood | = | 335.5494 |
| Iteration | 10: | log | likelihood | = | 335.61286 |
| Iteration | 11: | log | likelihood | = | 335.65008 |
| Iteration | 12: | log | likelihood | = | 335.68119 |
| Iteration | 13: | log | likelihood | = | 335.68708 |
| Iteration | 14: | log | likelihood | = | 335.69465 |
| Iteration | 15: | log | likelihood | = | 335.69553 |
| Iteration | 16: | log | likelihood | = | 335.69801 |
| Iteration | 17: | log | likelihood | = | 335.69834 |
| Iteration | 18: | log | likelihood | = | 335.69882 |
| Iteration | 19: | log | likelihood | = | 335.69889 |
| Iteration | 20: | log | likelihood | = | 335.69891 |
输出结果如下:
| Wald chi2(13) | = 4281.56 |
| Log likelihood | = 335.69891 | Prob > | chi2 = | 0.0000 |
| | |
| L | Coef. Std. Err. | z | P>z | [95% Conf. | Interval] |
| | |
| realout | -.1062835 .0464414 | -2.29 | 0.022 | -.1973071 | -.01526 |
| mach | -.0394763 .0184491 | -2.14 | 0.032 | -.0756359 | -.0033167 |
| fe | .1150766 .0443276 | 2.60 | 0.009 | .028196 | .2019572 |
| ca | .0135131 .1036557 | 0.13 | 0.896 | -.1896483 | .2166746 |
| sown | .3718729 .0723463 | 5.14 | 0.000 | .2300767 | .5136691 |
| irri | .1719977 .0568807 | 3.02 | 0.002 | .0605135 | .2834818 |
| draught | .0459225 .0170264 | 2.70 | 0.007 | .0125515 | .0792936 |
| northeast | -.3377804 .0832586 | -4.06 | 0.000 | -.5009642 | -.1745965 |
| northwest | -.8143119 .0847163 | -9.61 | 0.000 | -.9803528 | -.6482709 |
| middle | .2088442 .0739921 | 2.82 | 0.005 | .0638224 | .353866 |
| southwest | .7233478 .0605002 | 11.96 | 0.000 | .6047697 | .841926 |
| southeast | .3691173 .0816535 | 4.52 | 0.000 | .2090794 | .5291552 |
| south | -.3284567 .1551188 | -2.12 | 0.034 | -.632484 | -.0244294 |
| _cons | 2.036215 .6273906 | 3.25 | 0.001 | .8065515 | 3.265878 |
| | |
| /mu | -6.450609 34.47498 | -0.19 | 0.852 | -74.02032 | 61.1191 |
| /eta | -.0053492 .0031916 | -1.68 | 0.094 | -.0116046 | .0009062 |
| /lnsigma2 | .9635782 4.82056 | 0.20 | 0.842 | -8.484546 | 10.4117 |
| /ilgtgamma | 6.826027 4.828011 | 1.41 | 0.157 | -2.636701 | 16.28875 |
| | |
| sigma2 | 2.621058 12.63497 | | .0002066 | 33246.43 |
| gamma | .998916 .0052278 | | .0668134 | .9999999 |
| sigma_u2 | 2.618217 12.63497 | | -22.14588 | 27.38231 |
| sigma_v2 | .0028412 .0002573 | | .0023369 | .0033455 |
| | |
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我想请教大家几个问题,第一,系数检验给出的是Z值,而不是t值,两者是作用是一样的吗?比如第一个变量realout的系数在1%的统计水平上显著,可以这么说吗?
第二,回归结果第二组的最后一个/ilgtgamma代表什么意思呢?
第三,B-C1995模型可以用STATA来估计吗?
求教各位解惑,不甚感激!