ins文件:
2 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
sy-dta.txt DATA FILE NAME
sy-out.txt OUTPUT FILE NAME
1 1=PRODUCTION FUNCTION, 2=COST FUNCTION
y LOGGED DEPENDENT VARIABLE (Y/N)
11 NUMBER OF CROSS-SECTIONS
8 NUMBER OF TIME PERIODS
88 NUMBER OF OBSERVATIONS IN TOTAL
3 NUMBER OF REGRESSOR VARIABLES (Xs)
y MU (Y/N) [OR DELTA0 (Y/N) IF USING TE EFFECTS MODEL]
2 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.
结果:
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 -0.68086389E+00 0.11906389E+01 -0.57184751E+00
beta 1 0.10208215E+00 0.52952518E-01 0.19278054E+01
beta 2 0.78389615E+00 0.70821791E-01 0.11068573E+02
beta 3 0.12394656E+00 0.88331168E-01 0.14032030E+01
delta 0 -0.99530855E+01 0.60557084E+01 -0.16435873E+01
delta 1 0.27408060E+02 0.22001312E+02 0.12457466E+01
delta 2 -0.13253300E+01 0.22710993E+01 -0.58356322E+00
sigma-squared 0.42180670E+01 0.18355917E+01 0.22979331E+01
gamma 0.99618096E+00 0.22668726E-02 0.43945167E+03
log likelihood function = -0.65626902E+02
LR test of the one-sided error = 0.11367525E+03
with number of restrictions = 4