我对一个超越对数生产函数用frontier4.1计算后,总是显示,
the likelihood value is less than that obtained
using ols! - try again using different starting values
然后后面的 covariance matrix 全部为零。
我将变量进行过好多种变换,问题仍然存在。
请问,什么情况下会发生此种问题?应该如何解决?
望高手不吝赐教。
[此贴子已经被作者于2008-3-25 9:48:47编辑过]
我下面把运算过程贴出来,还望高手不吝赐教!!
这是dat文件:
1.00 1.00 8.66 4.97 5.34 5.18 5.72 26.54 25.73 28.39 27.67 30.54 29.60 24.67 28.55 26.83 32.67 30.89 30.66
1.00 2.00 8.74 4.97 5.44 5.26 5.72 27.02 26.16 28.43 28.61 31.09 30.10 24.71 29.55 27.70 32.71 32.69 30.67
1.00 3.00 8.80 4.98 5.51 5.30 5.73 27.44 26.37 28.53 29.22 31.61 30.37 24.76 30.41 28.07 32.86 29.04 30.63
1.00 4.00 8.94 4.98 5.58 5.37 5.75 27.78 26.70 28.62 29.96 32.11 30.86 24.76 31.16 28.80 33.08 35.11 30.63
1.00 5.00 9.03 4.99 5.64 5.46 5.78 28.11 27.24 28.84 30.79 32.59 31.58 24.87 31.78 29.84 33.43 32.06 30.65
1.00 6.00 9.14 5.00 5.66 5.56 5.81 28.30 27.78 29.04 31.45 32.88 32.28 25.00 32.03 30.88 33.75 25.93 31.95
1.00 7.00 9.17 5.01 5.68 5.64 5.83 28.46 28.23 29.22 32.03 33.16 32.89 25.08 32.30 31.77 34.04 37.08 31.97
1.00 8.00 9.21 5.00 5.71 5.68 5.83 28.59 28.42 29.17 32.46 33.31 33.12 25.04 32.65 32.27 33.99 34.45 32.61
1.00 9.00 9.33 5.00 5.76 5.75 5.81 28.79 28.74 29.01 33.15 33.46 33.41 24.95 33.21 33.10 33.72 33.05 33.60
1.00 10.00 9.62 5.00 5.82 5.80 5.79 29.10 29.02 28.94 33.79 33.70 33.61 24.99 33.89 33.69 33.52 37.13 32.91
1.00 11.00 9.81 5.01 5.89 5.88 5.78 29.50 29.48 28.95 34.66 34.03 34.00 25.10 34.68 34.63 33.39 30.61 32.77
1.00 12.00 9.86 5.03 5.95 5.95 5.78 29.93 29.89 29.03 35.41 34.40 34.36 25.26 35.46 35.37 33.37 30.84 33.06
1.00 13.00 9.84 5.04 6.04 5.99 5.78 30.43 30.15 29.12 36.16 34.93 34.61 25.37 36.49 35.84 33.43 34.70 33.28
1.00 14.00 9.82 5.05 6.11 6.01 5.79 30.86 30.35 29.22 36.76 35.39 34.80 25.48 37.38 36.15 33.50 32.20 33.59
1.00 15.00 9.77 5.05 6.19 6.02 5.80 31.30 30.42 29.28 37.30 35.90 34.91 25.53 38.37 36.27 33.60 31.96 33.99
1.00 16.00 9.74 5.05 6.26 6.03 5.80 31.65 30.45 29.30 37.76 36.33 34.95 25.52 39.25 36.33 33.63 34.99 34.43
1.00 17.00 9.74 5.05 6.31 6.05 5.78 31.87 30.56 29.19 38.21 36.50 35.00 25.48 39.85 36.64 33.44 33.53 34.84
1.00 18.00 9.74 5.04 6.36 6.07 5.77 32.07 30.61 29.08 38.63 36.70 35.03 25.41 40.47 36.88 33.27 30.47 35.15
1.00 19.00 9.73 5.03 6.40 6.09 5.74 32.19 30.61 28.88 38.99 36.79 34.98 25.27 41.00 37.08 33.00 35.68 35.44
1.00 20.00 9.85 5.03 6.46 6.14 5.72 32.54 30.90 28.81 39.68 36.99 35.14 25.34 41.78 37.69 32.76 24.16 35.48
1.00 21.00 9.88 5.05 6.53 6.17 5.70 32.95 31.12 28.78 40.27 37.24 35.17 25.47 42.64 38.03 32.52 24.97 35.39
这个是ins文件
1 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
aa.txt DATA FILE NAME
aaout.txt OUTPUT FILE NAME
1 1=PRODUCTION FUNCTION, 2=COST FUNCTION
y LOGGED DEPENDENT VARIABLE (Y/N)
1 NUMBER OF CROSS-SECTIONS
21 NUMBER OF TIME PERIODS
21 NUMBER OF OBSERVATIONS IN TOTAL
16 NUMBER OF REGRESSOR VARIABLES (Xs)
y MU (Y/N) [OR DELTA0 (Y/N) IF USING TE EFFECTS MODEL]
n 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
DELTAK]
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.
这个是结果out文件:
Output from the program FRONTIER (Version 4.1c)
instruction file = i.txt
data file = aa.txt
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 0.55283909E+02 0.29740690E+02 0.18588644E+01
beta 1 -0.13444607E+02 0.65357467E+01 -0.20570881E+01
beta 2 -0.53925759E+01 0.36907860E+01 -0.14610915E+01
beta 3 -0.35809798E+01 0.33936786E+01 -0.10551912E+01
beta 4 0.77438630E+01 0.48817898E+01 0.15862754E+01
beta 5 -0.51696797E+01 0.20527183E+01 -0.25184555E+01
beta 6 0.14294458E+02 0.41013514E+01 0.34853042E+01
beta 7 -0.10861241E+02 0.33362669E+01 -0.32555071E+01
beta 8 -0.67962651E+01 0.45252150E+01 -0.15018657E+01
beta 9 0.72014084E+01 0.20045514E+01 0.35925286E+01
beta10 -0.10300554E+02 0.33463769E+01 -0.30781214E+01
beta11 0.23066457E+01 0.19214074E+01 0.12004980E+01
beta12 0.24395781E+01 0.19024666E+01 0.12823237E+01
beta13 0.28961363E+01 0.23800830E+01 0.12168215E+01
beta14 0.52660486E+01 0.19869789E+01 0.26502790E+01
beta15 0.30972389E-03 0.34384841E-02 0.90075708E-01
beta16 -0.74810801E-01 0.36037058E-01 -0.20759408E+01
sigma-squared 0.90741257E-03
log likelihood function = 0.61165276E+02
the estimates after the grid search were :
beta 0 0.55286293E+02
beta 1 -0.13444607E+02
beta 2 -0.53925759E+01
beta 3 -0.35809798E+01
beta 4 0.77438630E+01
beta 5 -0.51696797E+01
beta 6 0.14294458E+02
beta 7 -0.10861241E+02
beta 8 -0.67962651E+01
beta 9 0.72014084E+01
beta10 -0.10300554E+02
beta11 0.23066457E+01
beta12 0.24395781E+01
beta13 0.28961363E+01
beta14 0.52660486E+01
beta15 0.30972389E-03
beta16 -0.74810801E-01
sigma-squared 0.17852306E-03
gamma 0.50000000E-01
mu 0.00000000E+00
eta is restricted to be zero
iteration = 0 func evals = 20 llf = 0.61000219E+02
0.55286293E+02-0.13444607E+02-0.53925759E+01-0.35809798E+01 0.77438630E+01
-0.51696797E+01 0.14294458E+02-0.10861241E+02-0.67962651E+01 0.72014084E+01
-0.10300554E+02 0.23066457E+01 0.24395781E+01 0.28961363E+01 0.52660486E+01
0.30972389E-03-0.74810801E-01 0.17852306E-03 0.50000000E-01 0.00000000E+00
gradient step
pt better than entering pt cannot be found
iteration = 1 func evals = 28 llf = 0.61000219E+02
0.55286293E+02-0.13444607E+02-0.53925759E+01-0.35809798E+01 0.77438630E+01
-0.51696797E+01 0.14294458E+02-0.10861241E+02-0.67962651E+01 0.72014084E+01
-0.10300554E+02 0.23066457E+01 0.24395781E+01 0.28961363E+01 0.52660486E+01
0.30972389E-03-0.74810801E-01 0.17852306E-03 0.50000000E-01 0.00000000E+00
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 0.55286293E+02 0.10000000E+01 0.55286293E+02
beta 1 -0.13444607E+02 0.10000000E+01 -0.13444607E+02
beta 2 -0.53925759E+01 0.10000000E+01 -0.53925759E+01
beta 3 -0.35809798E+01 0.10000000E+01 -0.35809798E+01
beta 4 0.77438630E+01 0.10000000E+01 0.77438630E+01
beta 5 -0.51696797E+01 0.10000000E+01 -0.51696797E+01
beta 6 0.14294458E+02 0.10000000E+01 0.14294458E+02
beta 7 -0.10861241E+02 0.10000000E+01 -0.10861241E+02
beta 8 -0.67962651E+01 0.10000000E+01 -0.67962651E+01
beta 9 0.72014084E+01 0.10000000E+01 0.72014084E+01
beta10 -0.10300554E+02 0.10000000E+01 -0.10300554E+02
beta11 0.23066457E+01 0.10000000E+01 0.23066457E+01
beta12 0.24395781E+01 0.10000000E+01 0.24395781E+01
beta13 0.28961363E+01 0.10000000E+01 0.28961363E+01
beta14 0.52660486E+01 0.10000000E+01 0.52660486E+01
beta15 0.30972389E-03 0.10000000E+01 0.30972389E-03
beta16 -0.74810801E-01 0.10000000E+01 -0.74810801E-01
sigma-squared 0.17852306E-03 0.10000000E+01 0.17852306E-03
gamma 0.50000000E-01 0.10000000E+01 0.50000000E-01
mu 0.00000000E+00 0.10000000E+01 0.00000000E+00
eta is restricted to be zero
log likelihood function = 0.61000219E+02
the likelihood value is less than that obtained
using ols! - try again using different starting values
number of iterations = 1
(maximum number of iterations set at : 100)
number of cross-sections = 1
number of time periods = 21
total number of observations = 21
thus there are: 0 obsns not in the panel
covariance matrix :
0.10000000E+01 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.10000000E+01 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.10000000E+01 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.10000000E+01 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.10000000E+01
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.10000000E+01 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.10000000E+01 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.10000000E+01 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.10000000E+01 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.10000000E+01
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.10000000E+01 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.10000000E+01 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.10000000E+01 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.10000000E+01 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.10000000E+01
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.10000000E+01 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.10000000E+01 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.10000000E+01 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.10000000E+01 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00
0.00000000E+00 0.00000000E+00 0.00000000E+00 0.00000000E+00 0.10000000E+01
technical efficiency estimates :
firm eff.-est.
1 0.99781453E+00
mean efficiency = 0.99781453E+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
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 21
请问:
为什么会出现
the likelihood value is less than that obtained
using ols! - try again using different starting values
及后面的 covariance matrix 全部为零的情况?
我将变量进行过好多种变换,问题仍然存在。
什么情况下会发生此种问题?
应该如何解决?
望高手不吝赐教。
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