我用Frontier4.1程序对超越对数生产函数进行参数估计。指示文件和数据输入文件我已经上传了。请教一下哪里出错了,为什么输出文件里什么内容都没有?请好心人帮忙检查检查,或者用你们的程序试试,是不是我下载的程序有问题?
[此贴子已经被作者于2008-3-26 9:42:15编辑过]
大小:822 Bytes
[求助]Frontier4.1程序
[此贴子已经被作者于2008-3-25 9:19:33编辑过]
hi,解决了,你的原因是数据的小数点后的位数不一致。我改了一下,没有四舍五入,只是简单地留了小数点后三位,不够的补了0.结果如下。
我不会用附件,只好贴在这里。
Output from the program FRONTIER (Version 4.1c)
instruction file = 121.txt
data file = eg-dat.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 0.36500000E+03-NaN -NaN
beta 1 -0.12600000E+03-NaN -NaN
beta 2 -0.93750000E+00 0.28713909E+07 -0.32649682E-06
beta 3 0.29250000E+02-NaN -NaN
beta 4 -0.26812500E+02-NaN -NaN
beta 5 0.91875000E+01-NaN -NaN
beta 6 -0.13046875E+01 0.21727945E+06 -0.60046522E-05
beta 7 -0.71875000E+00 0.25273937E+06 -0.28438387E-05
beta 8 0.22343750E+01 0.54978497E+06 0.40640889E-05
beta 9 -0.14921875E+01-NaN -NaN
beta10 -0.50854492E+00 0.61625503E+06 -0.82521829E-06
beta11 0.64238281E+01-NaN -NaN
beta12 0.37226563E+01 0.75646367E+06 0.49211303E-05
beta13 -0.15625000E-01-NaN -NaN
beta14 -0.67031250E+01-NaN -NaN
sigma-squared -0.29093119E+01
log likelihood function = -0.12933776E+02
the estimates after the grid search were :
beta 0 0.36537878E+03
beta 1 -0.12600000E+03
beta 2 -0.93750000E+00
beta 3 0.29250000E+02
beta 4 -0.26812500E+02
beta 5 0.91875000E+01
beta 6 -0.13046875E+01
beta 7 -0.71875000E+00
beta 8 0.22343750E+01
beta 9 -0.14921875E+01
beta10 -0.50854492E+00
beta11 0.64238281E+01
beta12 0.37226563E+01
beta13 -0.15625000E-01
beta14 -0.67031250E+01
sigma-squared 0.45074442E+01
gamma 0.50000000E-01
mu 0.00000000E+00
eta is restricted to be zero
iteration = 0 func evals = 20 llf = -0.12939005E+02
0.36537878E+03-0.12600000E+03-0.93750000E+00 0.29250000E+02-0.26812500E+02
0.91875000E+01-0.13046875E+01-0.71875000E+00 0.22343750E+01-0.14921875E+01
-0.50854492E+00 0.64238281E+01 0.37226563E+01-0.15625000E-01-0.67031250E+01
0.45074442E+01 0.50000000E-01 0.00000000E+00
gradient step
iteration = 5 func evals = 82 llf = -0.55221744E+01
0.36537419E+03-0.12600482E+03-0.96094921E+00 0.29242502E+02-0.26838989E+02
0.92747406E+01-0.14068303E+01-0.57259334E+00 0.20835379E+01-0.14603361E+01
-0.38469443E+00 0.64081063E+01 0.37406729E+01-0.14571409E+00-0.67305157E+01
0.18316870E+01 0.99999999E+00-0.86000711E+00
iteration = 10 func evals = 213 llf = -0.52734440E+01
0.36537428E+03-0.12600796E+03-0.96526395E+00 0.29247984E+02-0.26836098E+02
0.92368887E+01-0.14804082E+01-0.49560166E+00 0.21158752E+01-0.15178883E+01
-0.38646428E+00 0.64003097E+01 0.37410454E+01-0.15580684E+00-0.66762319E+01
0.15031350E+01 0.99999999E+00-0.91907293E+00
iteration = 15 func evals = 253 llf = -0.31222903E+01
0.36537308E+03-0.12601830E+03-0.97829017E+00 0.29231897E+02-0.26833932E+02
0.92650843E+01-0.12725231E+01-0.62679450E+00 0.22274641E+01-0.15412402E+01
-0.40874233E+00 0.64642899E+01 0.37101664E+01-0.14679857E+00-0.68460285E+01
0.34004034E+00 0.99999998E+00 0.61870990E+00
iteration = 20 func evals = 314 llf = -0.24835580E+01
0.36537622E+03-0.12601164E+03-0.96637807E+00 0.29243293E+02-0.26822943E+02
0.92412914E+01-0.12662610E+01-0.64522229E+00 0.22428341E+01-0.15321413E+01
-0.40474859E+00 0.64605293E+01 0.37025158E+01-0.13478714E+00-0.68463319E+01
0.14787755E+00 0.99999997E+00 0.76909700E+00
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 0.36537622E+03 0.99988702E+00 0.36541750E+03
beta 1 -0.12601164E+03 0.99712691E+00 -0.12637473E+03
beta 2 -0.96637807E+00 0.99650364E+00 -0.96976873E+00
beta 3 0.29243293E+02 0.99762719E+00 0.29312847E+02
beta 4 -0.26822943E+02 0.99425004E+00 -0.26978066E+02
beta 5 0.92412914E+01 0.76075071E+00 0.12147595E+02
beta 6 -0.12662610E+01 0.57417180E+00 -0.22053695E+01
beta 7 -0.64522229E+00 0.57600436E+00 -0.11201691E+01
beta 8 0.22428341E+01 0.67955757E+00 0.33004328E+01
beta 9 -0.15321413E+01 0.83404881E+00 -0.18369924E+01
beta10 -0.40474859E+00 0.83828147E+00 -0.48283136E+00
beta11 0.64605293E+01 0.87699110E+00 0.73666988E+01
beta12 0.37025158E+01 0.84007919E+00 0.44073414E+01
beta13 -0.13478714E+00 0.85175449E+00 -0.15824647E+00
beta14 -0.68463319E+01 0.84027229E+00 -0.81477539E+01
sigma-squared 0.14787755E+00 0.16814812E+00 0.87944814E+00
gamma 0.99999997E+00 0.16352265E-06 0.61153605E+07
mu 0.76909700E+00 0.24766265E+00 0.31054219E+01
eta is restricted to be zero
log likelihood function = -0.24835581E+01
LR test of the one-sided error = 0.20900436E+02
with number of restrictions = 2
[note that this statistic has a mixed chi-square distribution]
number of iterations = 20
(maximum number of iterations set at : 100)
number of cross-sections = 6
number of time periods = 1
total number of observations = 6
thus there are: 0 obsns not in the panel
covariance matrix :
0.99977405E+00 -0.70477299E-03 -0.92427711E-03 -0.66310922E-03 -0.16442902E-02
-0.41694597E-03 0.53256173E-03 0.28126465E-02 -0.11533645E-01 0.32233523E-03
0.18671549E-02 -0.52210466E-02 0.12231368E-02 -0.73580040E-02 -0.66485587E-02
-0.12239536E-02 -0.38065373E-10 0.19000896E-03
-0.70477299E-03 0.99426207E+00 -0.27211225E-02 -0.18367878E-02 -0.45456347E-02
-0.39259515E-01 0.76747683E-02 0.13654641E-01 -0.28421803E-01 -0.26986382E-01
-0.21562630E-01 -0.34995116E-01 0.88277559E-02 -0.17300805E-01 -0.15533414E-01
-0.19264281E-02 0.96851448E-10 0.30622090E-02
-0.92427711E-03 -0.27211225E-02 0.99301950E+00 -0.24144395E-02 -0.59746427E-02
0.21972694E-02 -0.39614141E-01 0.16347580E-01 -0.36969803E-01 -0.14490180E-01
0.12032805E-01 -0.14640934E-01 -0.15524452E-01 -0.44311431E-01 -0.22178967E-01
-0.31541763E-02 0.25919828E-09 0.57360598E-02
-0.66310922E-03 -0.18367878E-02 -0.24144395E-02 0.99526000E+00 -0.52443749E-02
0.17943103E-02 0.79858207E-02 -0.33728971E-01 -0.38915313E-01 0.57732664E-02
-0.71932884E-02 -0.15721170E-01 -0.14006761E-01 -0.22756380E-01 -0.41515974E-01
-0.48221436E-02 -0.16735543E-09 -0.15846627E-03
-0.16442902E-02 -0.45456347E-02 -0.59746427E-02 -0.52443749E-02 0.98853314E+00
0.81662132E-03 0.61410994E-02 0.14148779E-01 -0.78729015E-01 0.66906252E-02
0.11009165E-01 -0.33759345E-01 0.90498691E-02 -0.45781048E-01 -0.43225884E-01
-0.43625521E-02 -0.13686733E-09 -0.51556828E-03
-0.41694597E-03 -0.39259515E-01 0.21972694E-02 0.17943103E-02 0.81662132E-03
0.57874165E+00 0.55856660E-01 0.59120805E-01 0.25067629E-01 -0.29360771E+00
-0.29595197E+00 -0.23263291E+00 0.60816071E-01 0.40739612E-01 0.45852822E-01
0.92349097E-02 -0.17022927E-09 0.25581171E-02
0.53256173E-03 0.76747683E-02 -0.39614141E-01 0.79858207E-02 0.61410994E-02
0.55856660E-01 0.32967326E+00 0.72421362E-01 0.53142978E-01 -0.19011968E+00
0.77202988E-01 0.57461292E-01 -0.30103936E+00 -0.23026716E+00 0.88807516E-01
-0.37221370E-02 -0.18605261E-08 -0.59294946E-02
0.28126465E-02 0.13654641E-01 0.16347580E-01 -0.33728971E-01 0.14148779E-01
0.59120805E-01 0.72421362E-01 0.33178103E+00 0.64614211E-01 0.74862551E-01
-0.21043288E+00 0.62617212E-01 -0.28481018E+00 0.74810025E-01 -0.23852575E+00
-0.12792087E-03 -0.80379613E-09 -0.21160252E-01
-0.11533645E-01 -0.28421803E-01 -0.36969803E-01 -0.38915313E-01 -0.78729015E-01
0.25067629E-01 0.53142978E-01 0.64614211E-01 0.46179850E+00 0.75867678E-01
0.63629612E-01 -0.22070107E+00 0.66164579E-01 -0.28177830E+00 -0.27588028E+00
-0.98423684E-02 -0.11474256E-08 -0.23195419E-01
0.32233523E-03 -0.26986382E-01 -0.14490180E-01 0.57732664E-02 0.66906252E-02
-0.29360771E+00 -0.19011968E+00 0.74862551E-01 0.75867678E-01 0.69563741E+00
-0.18747608E+00 -0.13578470E+00 -0.69376830E-01 -0.52499690E-01 0.58054543E-01
0.16217571E-02 0.88894061E-09 0.25283382E-01
0.18671549E-02 -0.21562630E-01 0.12032805E-01 -0.71932884E-02 0.11009165E-01
-0.29595197E+00 0.77202988E-01 -0.21043288E+00 0.63629612E-01 -0.18747608E+00
0.70271582E+00 -0.14244666E+00 -0.60918739E-01 0.71570348E-01 -0.48393074E-01
-0.81843978E-02 -0.18837463E-08 -0.12353344E-01
-0.52210466E-02 -0.34995116E-01 -0.14640934E-01 -0.15721170E-01 -0.33759345E-01
-0.23263291E+00 0.57461292E-01 0.62617212E-01 -0.22070107E+00 -0.13578470E+00
-0.14244666E+00 0.76911339E+00 0.64782686E-01 -0.99432107E-01 -0.94845358E-01
-0.53792306E-03 -0.71718883E-09 -0.89445549E-02
0.12231368E-02 0.88277559E-02 -0.15524452E-01 -0.14006761E-01 0.90498691E-02
0.60816071E-01 -0.30103936E+00 -0.28481018E+00 0.66164579E-01 -0.69376830E-01
-0.60918739E-01 0.64782686E-01 0.70573305E+00 -0.87809704E-01 -0.81372606E-01
0.42562664E-02 0.44867678E-09 0.48153568E-02
-0.73580040E-02 -0.17300805E-01 -0.44311431E-01 -0.22756380E-01 -0.45781048E-01
0.40739612E-01 -0.23026716E+00 0.74810025E-01 -0.28177830E+00 -0.52499690E-01
0.71570348E-01 -0.99432107E-01 -0.87809704E-01 0.72548571E+00 -0.14878560E+00
0.24710897E-02 0.18704452E-08 0.18466137E-01
-0.66485587E-02 -0.15533414E-01 -0.22178967E-01 -0.41515974E-01 -0.43225884E-01
0.45852822E-01 0.88807516E-01 -0.23852575E+00 -0.27588028E+00 0.58054543E-01
-0.48393074E-01 -0.94845358E-01 -0.81372606E-01 -0.14878560E+00 0.70605753E+00
0.75797307E-02 0.32264003E-08 0.20715400E-01
-0.12239536E-02 -0.19264281E-02 -0.31541763E-02 -0.48221436E-02 -0.43625521E-02
0.92349097E-02 -0.37221370E-02 -0.12792087E-03 -0.98423684E-02 0.16217571E-02
-0.81843978E-02 -0.53792306E-03 0.42562664E-02 0.24710897E-02 0.75797307E-02
0.28273791E-01 0.47396375E-09 -0.78871720E-02
-0.38065373E-10 0.96851448E-10 0.25919828E-09 -0.16735543E-09 -0.13686733E-09
-0.17022927E-09 -0.18605261E-08 -0.80379613E-09 -0.11474256E-08 0.88894061E-09
-0.18837463E-08 -0.71718883E-09 0.44867678E-09 0.18704452E-08 0.32264003E-08
0.47396375E-09 0.26739658E-13 -0.37864711E-08
0.19000896E-03 0.30622090E-02 0.57360598E-02 -0.15846627E-03 -0.51556828E-03
0.25581171E-02 -0.59294946E-02 -0.21160252E-01 -0.23195419E-01 0.25283382E-01
-0.12353344E-01 -0.89445549E-02 0.48153568E-02 0.18466137E-01 0.20715400E-01
-0.78871720E-02 -0.37864711E-08 0.61336787E-01
technical efficiency estimates :
firm eff.-est.
1 0.33638665E+00
2 0.35870563E+00
3 0.99964393E+00
4 0.38523719E+00
5 0.43143388E+00
6 0.37749316E+00
mean efficiency = 0.48148341E+00
可是我发现一个很重要的问题。比如我去掉某个数据的小数点后最后一位,比如2.164533,我改成2.16453按说数据变化不大,可是再次计算得到的结果却大不一样。为什么?
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