运行结果如下:
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 -0.11902370E+01 0.11661321E+01 -0.10206708E+01
beta 1 0.14286342E+00 0.83832911E-01 0.17041448E+01
beta 2 0.35339163E+00 0.10950992E+00 0.32270286E+01
beta 3 0.34602982E+00 0.14595908E+00 0.23707317E+01
sigma-squared 0.14404985E+01 0.30208369E+00 0.47685413E+01
gamma 0.53975244E+00 0.75656748E-01
0.71342273E+01
mu 0.17635335E+01 0.44211803E+00 0.39888296E+01
eta -0.21587181E+00 0.10599388E+00 -0.20366440E+01
log likelihood function = -0.34549136E+03
LR test of the one-sided error = 0.38957179E+02
with number of restrictions = 3
[note that this statistic has a mixed chi-square distribution]
number of iterations = 14
(maximum number of iterations set at : 100)
number of cross-sections = 82
number of time periods = 3
total number of observations = 246
thus there are: 0 obsns not in the panel
我用的是BC92模型,C-D函数,加了一个时间变量T,对吗?
下面是我的运行文件:
1 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
sfa-dta.txt DATA FILE NAME
sfa-out.txt OUTPUT FILE NAME
1 1=PRODUCTION FUNCTION, 2=COST FUNCTION
y LOGGED DEPENDENT VARIABLE (Y/N)
82 NUMBER OF CROSS-SECTIONS
3 NUMBER OF TIME PERIODS
246 NUMBER OF OBSERVATIONS IN TOTAL
3 NUMBER OF REGRESSOR VARIABLES (Xs)
y 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.
结果的话,gamma值和极大似然估计的值分别看哪个,是 0.71342273E+01和log likelihood function = -0.34549136E+03吗?
麻烦大家会的话教教我,谢谢