共有21年数据,为什么只估计出一个平均效率来.如何估计出每年的效率,具体情况见:
https://bbs.pinggu.org/thread-220491-1-1.html&page=1
已自行解决此问题.
[此贴子已经被作者于2007-8-22 20:13:53编辑过]
lnCst = ß0 + ß1 LnY1st+ß2 LNY2st + ß3 LNP1st+ ß4LNP2st +ß5LNP3st +Ust +Vst
frontier的结果为
Output from the program FRONTIER (Version 4.1c)
instruction file = two-ins.txt
data file = two-dta.txt
Error Components Frontier (see B&C 1992)
The model is a cost function
The dependent variable is logged
the ols estimates are :
coefficient standard-error t-ratio
beta 0 0.44835555E+01 0.44329697E+00 0.10114113E+02
beta 1 0.67512404E+00 0.98159335E-01 0.68778383E+01
beta 2 0.23974001E+00 0.10231063E+00 0.23432560E+01
beta 3 -0.38187690E-01 0.12582471E+00 -0.30349914E+00
beta 4 0.11698691E-01 0.18513939E+00 0.63188560E-01
beta 5 0.10217317E+01 0.17244361E+00 0.59250192E+01
sigma-squared 0.43140406E+00
log likelihood function = -0.10476046E+03
the estimates after the grid search were :
beta 0 0.43678164E+01
beta 1 0.67512404E+00
beta 2 0.23974001E+00
beta 3 -0.38187690E-01
beta 4 0.11698691E-01
beta 5 0.10217317E+01
sigma-squared 0.42083269E+00
gamma 0.50000000E-01
mu is restricted to be zero
eta 0.00000000E+00
iteration = 0 func evals = 20 llf = -0.10566038E+03
0.43678164E+01 0.67512404E+00 0.23974001E+00-0.38187690E-01 0.11698691E-01
0.10217317E+01 0.42083269E+00 0.50000000E-01 0.00000000E+00
gradient step
iteration = 5 func evals = 44 llf = -0.10482277E+03
0.43739805E+01 0.67796367E+00 0.23622588E+00-0.37513879E-01 0.46442847E-02
0.10096108E+01 0.40216823E+00 0.57118126E-05-0.11284419E-01
iteration = 10 func evals = 61 llf = -0.10476675E+03
0.44887010E+01 0.67514462E+00 0.24018446E+00-0.39292089E-01 0.95968341E-02
0.10254930E+01 0.40190060E+00 0.40960771E-05-0.40355813E-01
iteration = 15 func evals = 149 llf = -0.10476038E+03
0.44838869E+01 0.67507760E+00 0.23974106E+00-0.38203228E-01 0.11622101E-01
0.10218106E+01 0.40740418E+00 0.46835462E-06 0.25967354E-01
iteration = 20 func evals = 274 llf = -0.10476012E+03
0.44830580E+01 0.67456930E+00 0.24032863E+00-0.38009329E-01 0.11316305E-01
0.10220130E+01 0.40745454E+00 0.26580501E-06 0.14992879E+00
iteration = 25 func evals = 407 llf = -0.10475924E+03
0.44774277E+01 0.67416928E+00 0.24107863E+00-0.38628457E-01 0.10403622E-01
0.10225558E+01 0.40732782E+00 0.20391798E-05 0.26317121E+00
iteration = 30 func evals = 537 llf = -0.10475907E+03
0.44802965E+01 0.67361157E+00 0.24142656E+00-0.38137704E-01 0.10290688E-01
0.10226152E+01 0.40739687E+00 0.35869430E-05 0.21401266E+00
iteration = 35 func evals = 672 llf = -0.10475881E+03
0.44792781E+01 0.67402466E+00 0.24106491E+00-0.37964765E-01 0.10637963E-01
0.10225866E+01 0.40743094E+00 0.10880223E-04 0.18392449E+00
iteration = 40 func evals = 784 llf = -0.10475879E+03
0.44790549E+01 0.67396824E+00 0.24111797E+00-0.37960347E-01 0.10582123E-01
0.10226212E+01 0.40742971E+00 0.14956334E-04 0.16478806E+00
search failed. fn val indep of search direction
iteration = 41 func evals = 786 llf = -0.10475879E+03
0.44790549E+01 0.67396824E+00 0.24111797E+00-0.37960347E-01 0.10582123E-01
0.10226212E+01 0.40742971E+00 0.14956334E-04 0.16478806E+00
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 0.44790549E+01 0.43419658E+00 0.10315730E+02
beta 1 0.67396824E+00 0.10027004E+00 0.67215317E+01
beta 2 0.24111797E+00 0.10528939E+00 0.22900500E+01
beta 3 -0.37960347E-01 0.12130381E+00 -0.31293614E+00
beta 4 0.10582123E-01 0.18064496E+00 0.58579674E-01
beta 5 0.10226212E+01 0.16738560E+00 0.61093736E+01
sigma-squared 0.40742971E+00 0.54693044E-01 0.74493881E+01
gamma 0.14956334E-04 0.74290180E-03 0.20132317E-01
mu is restricted to be zero
eta 0.16478806E+00 0.27585580E+01 0.59737029E-01
log likelihood function = -0.10475879E+03
LR test of the one-sided error = 0.33379525E-02
with number of restrictions = 2
[note that this statistic has a mixed chi-square distribution]
number of iterations = 41
(maximum number of iterations set at : 100)
number of cross-sections = 12
number of time periods = 9
total number of observations = 108
thus there are: 0 obsns not in the panel
covariance matrix :
0.18852667E+00 -0.10159837E-01 0.82698409E-02 -0.22159450E-02 -0.57757282E-02
0.29817170E-01 0.30230949E-04 -0.43559065E-04 0.15784580E-01
-0.10159837E-01 0.10054080E-01 -0.98866940E-02 -0.52798104E-03 -0.10116828E-02
0.11857764E-02 -0.36824934E-05 -0.32532230E-05 -0.45909578E-01
0.82698409E-02 -0.98866940E-02 0.11085856E-01 0.11901332E-02 0.89675399E-03
0.11838456E-02 0.82473471E-05 0.40082702E-05 0.52002628E-01
-0.22159450E-02 -0.52798104E-03 0.11901332E-02 0.14714615E-01 0.51947191E-02
-0.34720394E-02 0.51271895E-05 0.12703308E-05 0.48763806E-02
-0.57757282E-02 -0.10116828E-02 0.89675399E-03 0.51947191E-02 0.32632603E-01
-0.25036637E-01 0.10110303E-05 -0.38000916E-05 -0.38321278E-01
0.29817170E-01 0.11857764E-02 0.11838456E-02 -0.34720394E-02 -0.25036637E-01
0.28017940E-01 0.15072487E-04 0.38588496E-05 0.23907492E-01
0.30230949E-04 -0.36824934E-05 0.82473471E-05 0.51271895E-05 0.10110303E-05
0.15072487E-04 0.29913291E-02 0.91739993E-07 -0.55333936E-03
-0.43559065E-04 -0.32532230E-05 0.40082702E-05 0.12703308E-05 -0.38000916E-05
0.38588496E-05 0.91739993E-07 0.55190309E-06 -0.14553871E-02
0.15784580E-01 -0.45909578E-01 0.52002628E-01 0.48763806E-02 -0.38321278E-01
0.23907492E-01 -0.55333936E-03 -0.14553871E-02 0.76096420E+01
cost efficiency estimates :
efficiency estimates for year 1 :
firm eff.-est.
1 0.10074323E+01
2 0.10073811E+01
3 0.10074140E+01
4 0.10074421E+01
5 0.10073991E+01
6 0.10074342E+01
7 0.10073942E+01
8 0.10074344E+01
9 0.10073924E+01
10 0.10073807E+01
11 0.10073761E+01
12 0.10073634E+01
mean eff. in year 1 = 0.10074037E+01
efficiency estimates for year 2 :
firm eff.-est.
1 0.10062976E+01
2 0.10062542E+01
3 0.10062821E+01
4 0.10063059E+01
5 0.10062694E+01
6 0.10062992E+01
7 0.10062653E+01
8 0.10062994E+01
9 0.10062638E+01
10 0.10062539E+01
11 0.10062500E+01
12 0.10062392E+01
mean eff. in year 2 = 0.10062733E+01
efficiency estimates for year 3 :
firm eff.-est.
1 0.10053368E+01
2 0.10053001E+01
3 0.10053237E+01
4 0.10053438E+01
5 0.10053130E+01
6 0.10053382E+01
7 0.10053094E+01
8 0.10053383E+01
9 0.10053082E+01
10 0.10052998E+01
11 0.10052965E+01
12 0.10052874E+01
mean eff. in year 3 = 0.10053163E+01
efficiency estimates for year 4 :
firm eff.-est.
1 0.10045232E+01
2 0.10044920E+01
3 0.10045120E+01
4 0.10045291E+01
5 0.10045029E+01
6 0.10045243E+01
7 0.10044999E+01
8 0.10045244E+01
9 0.10044989E+01
10 0.10044918E+01
11 0.10044890E+01
12 0.10044812E+01
mean eff. in year 4 = 0.10045057E+01
efficiency estimates for year 5 :
firm eff.-est.
1 0.10038339E+01
2 0.10038075E+01
3 0.10038245E+01
4 0.10038389E+01
5 0.10038168E+01
6 0.10038349E+01
7 0.10038142E+01
8 0.10038350E+01
9 0.10038133E+01
10 0.10038073E+01
11 0.10038049E+01
12 0.10037984E+01
mean eff. in year 5 = 0.10038191E+01
efficiency estimates for year 6 :
firm eff.-est.
1 0.10032499E+01
2 0.10032276E+01
3 0.10032420E+01
4 0.10032542E+01
5 0.10032354E+01
6 0.10032508E+01
7 0.10032333E+01
8 0.10032508E+01
9 0.10032325E+01
10 0.10032274E+01
11 0.10032254E+01
12 0.10032198E+01
mean eff. in year 6 = 0.10032374E+01
efficiency estimates for year 7 :
firm eff.-est.
1 0.10027551E+01
2 0.10027362E+01
3 0.10027484E+01
4 0.10027587E+01
5 0.10027428E+01
6 0.10027558E+01
7 0.10027410E+01
8 0.10027559E+01
9 0.10027403E+01
10 0.10027360E+01
11 0.10027343E+01
12 0.10027296E+01
mean eff. in year 7 = 0.10027445E+01
efficiency estimates for year 8 :
firm eff.-est.
1 0.10023358E+01
2 0.10023197E+01
3 0.10023300E+01
4 0.10023388E+01
5 0.10023254E+01
6 0.10023364E+01
7 0.10023238E+01
8 0.10023364E+01
9 0.10023233E+01
10 0.10023196E+01
11 0.10023182E+01
12 0.10023142E+01
mean eff. in year 8 = 0.10023268E+01
efficiency estimates for year 9 :
firm eff.-est.
1 0.10019804E+01
2 0.10019668E+01
3 0.10019755E+01
4 0.10019830E+01
5 0.10019715E+01
6 0.10019809E+01
7 0.10019702E+01
8 0.10019809E+01
9 0.10019697E+01
10 0.10019667E+01
11 0.10019654E+01
12 0.10019620E+01
mean eff. in year 9 = 0.10019727E+01
summary of panel of observations:
(1 = observed, 0 = not observed)
t: 1 2 3 4 5 6 7 8 9
n
1 1 1 1 1 1 1 1 1 1 9
2 1 1 1 1 1 1 1 1 1 9
3 1 1 1 1 1 1 1 1 1 9
4 1 1 1 1 1 1 1 1 1 9
5 1 1 1 1 1 1 1 1 1 9
6 1 1 1 1 1 1 1 1 1 9
7 1 1 1 1 1 1 1 1 1 9
8 1 1 1 1 1 1 1 1 1 9
9 1 1 1 1 1 1 1 1 1 9
10 1 1 1 1 1 1 1 1 1 9
11 1 1 1 1 1 1 1 1 1 9
12 1 1 1 1 1 1 1 1 1 9
12 12 12 12 12 12 12 12 12 108
帮帮我吧,四处找人,也没有人知道啊,正发愁的狠呢
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