用FRONTIER4.1估计前沿生产函数,怎么参数估计值和T-ratio都是一样啊?
文章用超越对数形式,共有14年1个firm的数据,解释变量包括t和t-squared共有9个。
ins文件设置如下:
1 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
cc-dta.txt DATA FILE NAME
cc-out5.txt OUTPUT FILE NAME
1 1=PRODUCTION FUNCTION, 2=COST FUNCTION
y LOGGED DEPENDENT VARIABLE (Y/N)
1 NUMBER OF CROSS-SECTIONS
14 NUMBER OF TIME PERIODS
14 NUMBER OF OBSERVATIONS IN TOTAL
9 NUMBER OF REGRESSOR VARIABLES (Xs)
n MU (Y/N) [OR DELTA0 (Y/N) IF USING TE EFFECTS MODEL]
y ETA (Y/N) [OR NUMBER OF TE EFFECTS REGRESSORS (Zs)]
n STARTING VALUES (Y/N)
MLS估计结果如下:
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 0.22481804E+02 0.10000000E+01 0.22481804E+02
beta 1 -0.87134062E+00 0.10000000E+01 -0.87134062E+00
beta 2 -0.19479657E-01 0.10000000E+01 -0.19479657E-01
beta 3 -0.19900119E+00 0.10000000E+01 -0.19900119E+00
beta 4 0.35959972E+00 0.10000000E+01 0.35959972E+00
beta 5 0.62081085E+01 0.10000000E+01 0.62081085E+01
beta 6 -0.91242304E+01 0.10000000E+01 -0.91242304E+01
beta 7 0.93979044E+00 0.10000000E+01 0.93979044E+00
beta 8 0.24903088E+01 0.10000000E+01 0.24903088E+01
beta 9 -0.16543465E+01 0.10000000E+01 -0.16543465E+01
sigma-squared 0.50733106E-03 0.10000000E+01 0.50733106E-03
gamma 0.50000000E-01 0.10000000E+01 0.50000000E-01
mu is restricted to be zero
eta 0.00000000E+00 0.10000000E+01 0.00000000E+00
log likelihood function = 0.33349397E+02
每个TE估计都是一样的,TE估计如下:
technical efficiency estimates :
efficiency estimates for year 1 :
firm eff.-est.
1 0.99625254E+00
mean eff. in year 1 = 0.99625254E+00