采用SFA,FRONTIER4.1，共34个企业，21年数据，请问为何效率只有一期数据，不是每年的都计算出一个效率来吗,每年的效率如何计算出来?系数出现负数是否正确,还有为何OLS法比LK法的的T值大.结果如下:

Output from the program FRONTIER (Version 4.1c)

instruction file = eg5.ins
data file = eg5.dta

Error Components Frontier (see B&C 1992)
The model is a production function
The dependent variable is logged

the ols estimates are :

coefficient standard-error t-ratio

beta 0 0.99745945E-01 0.10620374E+00 0.93919427E+00
beta 1 -0.64825893E+00 0.14746607E+00 -0.43959871E+01
beta 2 0.60824725E+00 0.14050029E+00 0.43291529E+01
beta 3 0.10015320E+01 0.13863712E+00 0.72241257E+01
beta 4 0.16406926E+00 0.77600612E-01 0.21142779E+01
beta 5 0.14576679E+00 0.59936948E-01 0.24320023E+01
beta 6 0.29744038E+00 0.70302576E-01 0.42308604E+01
beta 7 0.20773723E+00 0.11837857E+00 0.17548550E+01
beta 8 -0.35329800E+00 0.91020767E-01 -0.38815098E+01
beta 9 -0.45870499E+00 0.11840406E+00 -0.38740646E+01
sigma-squared 0.45132464E-01

log likelihood function = 0.97563772E+02

the estimates after the grid search were :

beta 0 0.27466270E+00
beta 1 -0.64825893E+00
beta 2 0.60824725E+00
beta 3 0.10015320E+01
beta 4 0.16406926E+00
beta 5 0.14576679E+00
beta 6 0.29744038E+00
beta 7 0.20773723E+00
beta 8 -0.35329800E+00
beta 9 -0.45870499E+00
sigma-squared 0.75093560E-01
gamma 0.64000000E+00
mu 0.00000000E+00
eta is restricted to be zero


iteration = 0 func evals = 20 llf = 0.21384538E+03
0.27466270E+00-0.64825893E+00 0.60824725E+00 0.10015320E+01 0.16406926E+00
0.14576679E+00 0.29744038E+00 0.20773723E+00-0.35329800E+00-0.45870499E+00
0.75093560E-01 0.64000000E+00 0.00000000E+00
gradient step
iteration = 5 func evals = 38 llf = 0.29846279E+03
0.22076183E+00-0.67088598E+00 0.61148128E+00 0.98914711E+00 0.15298385E+00
0.22287127E+00 0.25667882E+00 0.23695420E+00-0.29088204E+00-0.47307744E+00
0.99458069E-01 0.81371055E+00 0.13010753E+00
pt better than entering pt cannot be found
iteration = 9 func evals = 56 llf = 0.33416580E+03
0.21690950E+00-0.63528166E+00 0.70689744E+00 0.10682844E+01-0.48658422E-01
0.30880651E+00 0.17862915E+00 0.20859223E+00 0.53281518E-01-0.64921898E+00
0.78591182E-01 0.80067679E+00 0.50170165E+00

the final mle estimates are :

coefficient standard-error t-ratio

beta 0 0.21690950E+00 0.81023331E+00 0.26771240E+00
beta 1 -0.63528166E+00 0.73167936E+00 -0.86825143E+00
beta 2 0.70689744E+00 0.84701810E+00 0.83457183E+00
beta 3 0.10682844E+01 0.75261565E+00 0.14194289E+01
beta 4 -0.48658422E-01 0.47312766E+00 -0.10284417E+00
beta 5 0.30880651E+00 0.32212919E+00 0.95864180E+00
beta 6 0.17862915E+00 0.42953786E+00 0.41586356E+00
beta 7 0.20859223E+00 0.69694261E+00 0.29929614E+00
beta 8 0.53281518E-01 0.56998099E+00 0.93479465E-01
beta 9 -0.64921898E+00 0.66964541E+00 -0.96949664E+00
sigma-squared 0.78591182E-01 0.60433087E-01 0.13004661E+01
gamma 0.80067679E+00 0.20282970E+00 0.39475323E+01
mu 0.50170165E+00 0.87042395E+00 0.57638768E+00
eta is restricted to be zero

log likelihood function = 0.33416580E+03

LR test of the one-sided error = 0.47320405E+03
with number of restrictions = 2
[note that this statistic has a mixed chi-square distribution]

number of iterations = 9

(maximum number of iterations set at : 100)

number of cross-sections = 34

number of time periods = 21

total number of observations = 711

thus there are: 3 obsns not in the panel

covariance matrix :

0.65647801E+00 -0.21330043E+00 -0.22869432E+00 -0.16328816E+00 -0.78325435E-02
0.10138394E+00 -0.14017767E-01 -0.13546633E-01 0.17372959E+00 -0.68137961E-01
-0.42193903E-02 0.16804600E-01 0.23796757E+00
-0.21330043E+00 0.53535469E+00 -0.16677325E+00 -0.84227590E-01 -0.25584855E+00
-0.13882225E+00 -0.10050070E+00 0.16465122E+00 0.59970037E-01 0.19724724E+00
0.59564747E-03 0.90953031E-02 0.27863951E-01
-0.22869432E+00 -0.16677325E+00 0.71743966E+00 -0.27612865E+00 0.82141709E-01
-0.11506954E+00 0.81951856E-01 -0.75955387E-01 -0.32393176E-01 -0.19324685E-01
-0.14335306E-01 -0.53476543E-01 0.97270422E-01
-0.16328816E+00 -0.84227590E-01 -0.27612865E+00 0.56643031E+00 0.19409665E+00
0.52181740E-01 -0.13052458E-01 -0.40606867E-01 -0.30205202E+00 0.38210095E-01
-0.83245364E-02 -0.54747774E-01 0.15708285E-01
-0.78325435E-02 -0.25584855E+00 0.82141709E-01 0.19409665E+00 0.22384978E+00
0.49821364E-01 -0.32042697E-01 -0.21830584E+00 -0.89823304E-01 0.51535577E-01
-0.60369805E-02 -0.34037784E-01 0.17879561E-01
0.10138394E+00 -0.13882225E+00 -0.11506954E+00 0.52181740E-01 0.49821364E-01
0.10376722E+00 0.25011367E-01 -0.55376886E-01 0.39318313E-01 -0.10473952E+00
0.11961046E-01 0.38611528E-01 -0.15356082E+00
-0.14017767E-01 -0.10050070E+00 0.81951856E-01 -0.13052458E-01 -0.32042697E-01
0.25011367E-01 0.18450278E+00 0.21359715E+00 -0.11149241E+00 -0.26823116E+00
0.66795154E-03 0.64534227E-03 -0.24098153E-01
-0.13546633E-01 0.16465122E+00 -0.75955387E-01 -0.40606867E-01 -0.21830584E+00
-0.55376886E-01 0.21359715E+00 0.48572900E+00 -0.15757949E+00 -0.27548443E+00
-0.59035797E-02 -0.11823186E-01 0.11787387E+00
0.17372959E+00 0.59970037E-01 -0.32393176E-01 -0.30205202E+00 -0.89823304E-01
0.39318313E-01 -0.11149241E+00 -0.15757949E+00 0.32487833E+00 0.81187054E-01
0.18676665E-01 0.79789897E-01 -0.17048879E+00
-0.68137961E-01 0.19724724E+00 -0.19324685E-01 0.38210095E-01 0.51535577E-01
-0.10473952E+00 -0.26823116E+00 -0.27548443E+00 0.81187054E-01 0.44842498E+00
-0.12198946E-01 -0.41319945E-01 0.16403142E+00
-0.42193903E-02 0.59564747E-03 -0.14335306E-01 -0.83245364E-02 -0.60369805E-02
0.11961046E-01 0.66795154E-03 -0.59035797E-02 0.18676665E-01 -0.12198946E-01
0.36521580E-02 0.11826261E-01 -0.49468354E-01
0.16804600E-01 0.90953031E-02 -0.53476543E-01 -0.54747774E-01 -0.34037784E-01
0.38611528E-01 0.64534227E-03 -0.11823186E-01 0.79789897E-01 -0.41319945E-01
0.11826261E-01 0.41139886E-01 -0.14707029E+00
0.23796757E+00 0.27863951E-01 0.97270422E-01 0.15708285E-01 0.17879561E-01
-0.15356082E+00 -0.24098153E-01 0.11787387E+00 -0.17048879E+00 0.16403142E+00
-0.49468354E-01 -0.14707029E+00 0.75763785E+00

technical efficiency estimates :

firm eff.-est.

1 0.39797308E+00
2 0.43950143E+00
3 0.71611463E+00
4 0.58881482E+00
5 0.56729586E+00
6 0.75974827E+00
7 0.35302153E+00
8 0.38576381E+00
9 0.49681871E+00
10 0.87716396E+00
11 0.38988264E+00
12 0.57522350E+00
13 0.58247577E+00
14 0.54239556E+00
15 0.63513122E+00
16 0.43704137E+00
17 0.56333835E+00
18 0.63642830E+00
19 0.24327914E+00
20 0.38939029E+00
21 0.35778001E+00
22 0.53050236E+00
23 0.37264113E+00
24 0.54441948E+00
25 0.45205283E+00
26 0.39300706E+00
27 0.33014916E+00
28 0.38637172E+00
29 0.50226369E+00
30 0.41534026E+00
31 0.41911366E+00
32 0.47232976E+00
33 0.44505149E+00
34 0.60558569E+00

mean efficiency = 0.49421796E+00

summary of panel of observations:
(1 = observed, 0 = not observed)

t: 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
n
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
2 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
3 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
4 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
5 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
6 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
7 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
8 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
9 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
10 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
11 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
12 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
13 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
14 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
15 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
16 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
17 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
18 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
19 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
20 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
21 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
22 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
23 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
24 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
25 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
26 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
27 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
28 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
29 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
30 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
31 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
32 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 20
33 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 20
34 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 20

34 34 34 34 34 34 34 34 34 34 34 34 34 34 34 34 34 34 34 34 31 711

[此贴子已经被作者于2007-8-12 23:23:45编辑过]