ygj201101 发表于 2015-3-17 23:38 
13个时期？可以四条记录的时期期都一样吗？
我也在做随机前沿模型，也遇到了多时期数据的处理问题，我先是把四个区域所有时期的数据都列上，结果Gamma值仅为0.20，后来个每区域的不同时期数据分开建立了四个数据文件，这样Gamma值能提高到0.8以上，但是检验的结果为什么显示“no observation in this period”啊，蹊跷的是输出结果中怎么还有个矩阵啊，急，求大侠们，请尽快回复！！！。我先列出一个区域的数据文件，执行程序脚本，以及输出结果：
eg1-dat：
1 1 26065.9645 6113 6947 17003
2 2 40429.41645 7799 7799 17034
3 3 33972.14402 11216 11222 23872
4 4 35919.09561 13581 12453 35432
5 5 111774.8303 12849 12849 37291
6 6 98011.06273 13643 13643 45921
7 7 140976.724 12934 12934 53312
eg1-ins：
1 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
eg1-dta.txt DATA FILE NAME
eg1-out.txt OUTPUT FILE NAME
1 1=PRODUCTION FUNCTION, 2=COST FUNCTION
n LOGGED DEPENDENT VARIABLE (Y/N)
7 NUMBER OF CROSS-SECTIONS
7 NUMBER OF TIME PERIODS
7 NUMBER OF OBSERVATIONS IN TOTAL
3 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)
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.
eg1-out：
Output from the program FRONTIER (Version 4.1c)
instruction file = Eg1-ins.txt
data file = eg1-dta.txt
Error Components Frontier (see B&C 1992)
The model is a production function
The dependent variable is not logged
the ols estimates are :
coefficient standard-error t-ratio
beta 0 -0.36054335E+05 0.64936840E+05 -0.55522158E+00
beta 1 -0.27603087E+02 0.22737305E+02 -0.12139999E+01
beta 2 0.27820568E+02 0.29149976E+02 0.95439420E+00
beta 3 0.31781654E+01 0.16100997E+01 0.19738936E+01
sigma-squared 0.62131405E+09
log likelihood function = -0.77832742E+02
the estimates after the grid search were :
beta 0 -0.33095527E+05
beta 1 -0.27603087E+02
beta 2 0.27820568E+02
beta 3 0.31781654E+01
sigma-squared 0.27503199E+09
gamma 0.50000000E-01
mu is restricted to be zero
eta 0.00000000E+00
iteration = 0 func evals = 20 llf = -0.77834570E+02
-0.33095527E+05-0.27603087E+02 0.27820568E+02 0.31781654E+01 0.27503199E+09
0.50000000E-01 0.00000000E+00
gradient step
iteration = 5 func evals = 63 llf = -0.77738960E+02
-0.33095527E+05-0.27602229E+02 0.27824964E+02 0.31476105E+01 0.27503199E+09
0.16099437E-02 0.40436202E+00
iteration = 10 func evals = 155 llf = -0.77700635E+02
-0.33095526E+05-0.28095401E+02 0.28879233E+02 0.29713297E+01 0.27503199E+09
0.54013360E-03 0.52539865E+00
iteration = 15 func evals = 270 llf = -0.77645816E+02
-0.33095524E+05-0.30139708E+02 0.30979966E+02 0.29761488E+01 0.27503199E+09
0.79191670E-04 0.72088836E+00
iteration = 20 func evals = 364 llf = -0.77580358E+02
-0.33095522E+05-0.32759873E+02 0.33747450E+02 0.29250152E+01 0.27503199E+09
0.11185723E-04 0.92456971E+00
iteration = 25 func evals = 413 llf = -0.77549995E+02
-0.33095519E+05-0.35343962E+02 0.36043302E+02 0.30084890E+01 0.27503199E+09
0.24888648E-05 0.10765339E+01
iteration = 30 func evals = 523 llf = -0.77538790E+02
-0.33095517E+05-0.35855835E+02 0.36889672E+02 0.29171837E+01 0.27503199E+09
0.15449424E-05 0.11290587E+01
iteration = 35 func evals = 635 llf = -0.77531070E+02
-0.33095515E+05-0.37303262E+02 0.38346606E+02 0.29215409E+01 0.27503199E+09
0.55440568E-06 0.12253713E+01
iteration = 40 func evals = 746 llf = -0.77527833E+02
-0.33095513E+05-0.38291557E+02 0.39338403E+02 0.29249982E+01 0.27503199E+09
0.26782500E-06 0.12969545E+01
iteration = 45 func evals = 837 llf = -0.77525212E+02
-0.33095511E+05-0.38853448E+02 0.39893366E+02 0.29298079E+01 0.27503199E+09
0.14542686E-06 0.13515859E+01
iteration = 50 func evals = 952 llf = -0.77515038E+02
-0.33095508E+05-0.39097519E+02 0.40183905E+02 0.29146244E+01 0.27503199E+09
0.54902527E-07 0.14332269E+01
iteration = 55 func evals = 1028 llf = -0.77506554E+02
-0.33095505E+05-0.39122375E+02 0.40266351E+02 0.28976123E+01 0.27503199E+09
0.27892452E-07 0.14916061E+01
iteration = 60 func evals = 1135 llf = -0.77497066E+02
-0.33095502E+05-0.39780961E+02 0.40880755E+02 0.29138241E+01 0.27503199E+09
0.10000000E-07 0.15914051E+01
pt better than entering pt cannot be found
iteration = 62 func evals = 1147 llf = -0.77497066E+02
-0.33095502E+05-0.39781347E+02 0.40881234E+02 0.29137986E+01 0.27503199E+09
0.10000000E-07 0.15914661E+01
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 -0.33095502E+05 0.10002883E+01 -0.33085962E+05
beta 1 -0.39781347E+02 0.50046557E+01 -0.79488681E+01
beta 2 0.40881234E+02 0.53175718E+01 0.76879514E+01
beta 3 0.29137986E+01 0.71050659E+00 0.41010155E+01
sigma-squared 0.27503199E+09 0.10000000E+01 0.27503199E+09
gamma 0.10000000E-07 0.67580070E-07 0.14797262E+00
mu is restricted to be zero
eta 0.15914661E+01 0.62762277E+00 0.25357048E+01
log likelihood function = -0.77497066E+02
LR test of the one-sided error = 0.67135357E+00
with number of restrictions = 2
[note that this statistic has a mixed chi-square distribution]
number of iterations = 62
(maximum number of iterations set at : 100)
number of cross-sections = 7
number of time periods = 7
total number of observations = 7
thus there are: 42 obsns not in the panel
covariance matrix :
0.10005767E+01 -0.99936050E-01 0.12164896E+00 -0.58137417E-02 0.27801963E-06
-0.15424836E-08 0.14894636E-01
-0.99936050E-01 0.25046578E+02 -0.24504047E+02 -0.26299924E+00 -0.55840174E-04
0.30034642E-06 -0.28361972E+01
0.12164896E+00 -0.24504047E+02 0.28276570E+02 -0.11699010E+01 0.63047570E-04
-0.34104559E-06 0.32500399E+01
-0.58137417E-02 -0.26299924E+00 -0.11699010E+01 0.50481961E+00 -0.20392081E-05
0.10593732E-07 -0.10670354E+00
0.27801963E-06 -0.55840174E-04 0.63047570E-04 -0.20392081E-05 0.10000000E+01
-0.83240996E-12 0.74596521E-05
-0.15424836E-08 0.30034642E-06 -0.34104559E-06 0.10593732E-07 -0.83240996E-12
0.45670659E-14 -0.41026747E-07
0.14894636E-01 -0.28361972E+01 0.32500399E+01 -0.10670354E+00 0.74596521E-05
-0.41026747E-07 0.39391034E+00
technical efficiency estimates :
efficiency estimates for year 1 :
firm eff.-est.
1 0.60770429E+00
2 no observation in this period
3 no observation in this period
4 no observation in this period
5 no observation in this period
6 no observation in this period
7 no observation in this period
mean eff. in year 1 = 0.60770429E+00
efficiency estimates for year 2 :
firm eff.-est.
1 no observation in this period
2 0.87079729E+00
3 no observation in this period
4 no observation in this period
5 no observation in this period
6 no observation in this period
7 no observation in this period
mean eff. in year 2 = 0.87079729E+00
efficiency estimates for year 3 :
firm eff.-est.
1 no observation in this period
2 no observation in this period
3 0.98395104E+00
4 no observation in this period
5 no observation in this period
6 no observation in this period
7 no observation in this period
mean eff. in year 3 = 0.98395104E+00
efficiency estimates for year 4 :
firm eff.-est.
1 no observation in this period
2 no observation in this period
3 no observation in this period
4 0.99597469E+00
5 no observation in this period
6 no observation in this period
7 no observation in this period
mean eff. in year 4 = 0.99597469E+00
efficiency estimates for year 5 :
firm eff.-est.
1 no observation in this period
2 no observation in this period
3 no observation in this period
4 no observation in this period
5 0.99964473E+00
6 no observation in this period
7 no observation in this period
mean eff. in year 5 = 0.99964473E+00
efficiency estimates for year 6 :
firm eff.-est.
1 no observation in this period
2 no observation in this period
3 no observation in this period
4 no observation in this period
5 no observation in this period
6 0.99994383E+00
7 no observation in this period
mean eff. in year 6 = 0.99994383E+00
efficiency estimates for year 7 :
firm eff.-est.
1 no observation in this period
2 no observation in this period
3 no observation in this period
4 no observation in this period
5 no observation in this period
6 no observation in this period
7 0.99999030E+00
mean eff. in year 7 = 0.99999030E+00
summary of panel of observations:
(1 = observed, 0 = not observed)
t: 1 2 3 4 5 6 7
n
1 1 0 0 0 0 0 0 1
2 0 1 0 0 0 0 0 1
3 0 0 1 0 0 0 0 1
4 0 0 0 1 0 0 0 1
5 0 0 0 0 1 0 0 1
6 0 0 0 0 0 1 0 1
7 0 0 0 0 0 0 1 1
1 1 1 1 1 1 1 7
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