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楼主最近在使用Frontier 4.1时,有以下疑问请大牛给予解答:
1、由于我使用的是面板数据,有14个市的10年的数据,其中四个自变量一个因变量,想测算效率,数据已经做了对数处理,在效率测算中,ins文件中的指令该如何写?假设有14个市的10年数据,四个自变量,一个因变量,是下面的吗?
2 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
Eg1-dta.txt DATA FILE NAME
Eg2222-out.txt OUTPUT FILE NAME
1 1=PRODUCTION FUNCTION, 2=COST FUNCTION
y LOGGED DEPENDENT VARIABLE (Y/N)
14 NUMBER OF CROSS-SECTIONS
10 NUMBER OF TIME PERIODS
140 NUMBER OF OBSERVATIONS IN TOTAL
4 NUMBER OF REGRESSOR VARIABLES (Xs)
n 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
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.
请大神不吝赐教
2、还有下面的结果是什么意思?由于是小白,所以请大神指教:
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 0.51744004E+00 0.29601621E+00 0.17480125E+01
beta 1 0.41187200E+00 0.76654042E-01 0.53731283E+01
beta 2 0.35988319E+00 0.20033933E+00 0.17963682E+01
beta 3 -0.93820685E-01 0.44540450E-01 -0.21064153E+01
beta 4 0.29624263E-01 0.34543607E-01 0.85759030E+00
sigma-squared 0.10843099E+00
log likelihood function = -0.15876729E+02
the estimates after the grid search were :
beta 0 0.82658828E+00
beta 1 0.41187200E+00
beta 2 0.35988319E+00
beta 3 -0.93820685E-01
beta 4 0.29624263E-01
sigma-squared 0.19496771E+00
gamma 0.77000000E+00
mu is restricted to be zero
eta is restricted to be zero
iteration = 0 func evals = 20 llf = -0.14464320E+02
0.82658828E+00 0.41187200E+00 0.35988319E+00-0.93820685E-01 0.29624263E-01
0.19496771E+00 0.77000000E+00
gradient step
iteration = 5 func evals = 43 llf = -0.14443233E+02
0.79190252E+00 0.41247329E+00 0.36553635E+00-0.92686523E-01 0.29538030E-01
0.18798407E+00 0.75839823E+00
search failed. loc of min limited by rounding
iteration = 9 func evals = 71 llf = -0.14441496E+02
0.78391289E+00 0.41130070E+00 0.37273859E+00-0.91921243E-01 0.28405687E-01
0.19004703E+00 0.76459972E+00
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 0.78391289E+00 0.25233789E+00 0.31066000E+01
beta 1 0.41130070E+00 0.72466742E-01 0.56757167E+01
beta 2 0.37273859E+00 0.16726336E+00 0.22284533E+01
beta 3 -0.91921243E-01 0.41986696E-01 -0.21892945E+01
beta 4 0.28405687E-01 0.29516290E-01 0.96237323E+00
sigma-squared 0.19004703E+00 0.56900847E-01 0.33399683E+01
gamma 0.76459972E+00 0.15147653E+00 0.50476449E+01
mu is restricted to be zero
eta is restricted to be zero
log likelihood function = -0.14441496E+02
LR test of the one-sided error = 0.28704647E+01
with number of restrictions = 1
[note that this statistic has a mixed chi-square distribution]
number of iterations = 9
(maximum number of iterations set at : 100)
number of cross-sections = 60
number of time periods = 1
total number of observations = 60
thus there are: 0 obsns not in the panel
covariance matrix :
0.63674410E-01 0.81011992E-03 -0.32928803E-01 -0.22669408E-02 0.46103449E-02
0.22564553E-02 0.51180153E-02
0.81011992E-03 0.52514287E-02 -0.13348604E-02 -0.24285837E-02 0.19774675E-03
-0.32296573E-03 -0.12248702E-02
-0.32928803E-01 -0.13348604E-02 0.27977033E-01 0.73304487E-03 -0.47523025E-02
0.68727014E-03 0.26273705E-02
-0.22669408E-02 -0.24285837E-02 0.73304487E-03 0.17628827E-02 -0.10082157E-03
0.16206967E-03 0.62097432E-03
0.46103449E-02 0.19774675E-03 -0.47523025E-02 -0.10082157E-03 0.87121135E-03
-0.97326512E-04 -0.37827667E-03
0.22564553E-02 -0.32296573E-03 0.68727014E-03 0.16206967E-03 -0.97326512E-04
0.32377064E-02 0.67613627E-02
0.51180153E-02 -0.12248702E-02 0.26273705E-02 0.62097432E-03 -0.37827667E-03
0.67613627E-02 0.22945138E-01
technical efficiency estimates :
firm eff.-est.
1 0.73954823E+00
2 0.82242337E+00
3 0.72160714E+00
4 0.76577621E+00
5 0.76926105E+00
6 0.75340228E+00
7 0.70484178E+00
8 0.75382437E+00
9 0.83254507E+00
10 0.73840710E+00
11 0.55155452E+00
12 0.93512713E+00
13 0.49356256E+00
14 0.68831402E+00
15 0.91038774E+00
16 0.53185157E+00
17 0.76269857E+00
18 0.73293576E+00
19 0.83829109E+00
20 0.80296556E+00
21 0.68825945E+00
22 0.86506135E+00
23 0.80752386E+00
24 0.82192699E+00
25 0.63682775E+00
26 0.88137311E+00
27 0.82589259E+00
28 0.78458696E+00
29 0.85079299E+00
30 0.63763672E+00
31 0.60981107E+00
32 0.77677264E+00
33 0.87199700E+00
34 0.46877241E+00
35 0.35304108E+00
36 0.88643058E+00
37 0.85005182E+00
38 0.74758929E+00
39 0.65065345E+00
40 0.86578255E+00
41 0.80730101E+00
42 0.74164727E+00
43 0.79661825E+00
44 0.90248096E+00
45 0.72207061E+00
46 0.73961614E+00
47 0.86569929E+00
48 0.84896005E+00
49 0.68590661E+00
50 0.59710529E+00
51 0.82521995E+00
52 0.87657087E+00
53 0.87966410E+00
54 0.75124460E+00
55 0.78666538E+00
56 0.78013129E+00
57 0.84817463E+00
58 0.72550449E+00
59 0.87951794E+00
60 0.73476662E+00
mean efficiency = 0.75874957E+00