刚学stata,用LP方法求TFP,想要得到企业的劳动产出弹性
命令如下:
tsset firm year
gen lnva=ln(va)
gen lnl=ln(cyrs)
gen lninput=ln(input)
gen lnk=ln(fa_net)
levpet lnva,free( lnl) proxy( lninput) capital( lnk)
结果为:
Levinsohn-Petrin productivity estimator
Dependent variable represents value added. Number of obs = 1286042
Group variable (i): firm Number of groups = 414581
Time variable (t): year
Obs per group: min = 1
avg = 3.1
max = 9
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lnva | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnl | .1265134 .0008642 146.39 0.000 .1248195 .1282072
lnk | .1665153 .001836 90.69 0.000 .1629168 .1701139
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Wald test of constant returns to scale: Chi2 = 1.3e+05 (p = 0.0000).