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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件
1506 1
2014-05-31
谁知道这个事怎么回事啊,为什么 standard-error  是1呢?
the final mle estimates are :

                 coefficient     standard-error    t-ratio

  beta 0        -0.70967318E+01  0.10000000E+01 -0.70967318E+01
  beta 1        -0.53979675E+00  0.10000000E+01 -0.53979675E+00
  beta 2         0.30251623E+01  0.10000000E+01  0.30251623E+01
  beta 3        -0.38964549E-01  0.10000000E+01 -0.38964549E-01
  beta 4        -0.26094683E+00  0.10000000E+01 -0.26094683E+00
  beta 5         0.19718736E+00  0.10000000E+01  0.19718736E+00
  delta 0       -0.12122998E-09  0.10000000E+01 -0.12122998E-09
  delta 1        0.21382892E-07  0.10000000E+01  0.21382892E-07
  delta 2       -0.95469004E-08  0.10000000E+01 -0.95469004E-08
  delta 3       -0.30899246E-08  0.10000000E+01 -0.30899246E-08
  delta 4       -0.21600508E-07  0.10000000E+01 -0.21600508E-07
  sigma-squared  0.36656440E-01  0.10000000E+01  0.36656440E-01
  gamma          0.50000000E-01  0.10000000E+01  0.50000000E-01

log likelihood function =   0.75091372E+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 =     30

number of time periods =     10

total number of observations =    300

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  0.10000000E+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  0.10000000E+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  0.10000000E+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  0.10000000E+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
  0.10000000E+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  0.10000000E+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  0.10000000E+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  0.10000000E+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  0.10000000E+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
  0.10000000E+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  0.10000000E+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  0.10000000E+01



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2014-6-2 00:48:40
the likelihood value is less than that obtained
using ols! - try again using different starting values  这个结果表示,你的数据没通过模型检验,随机项里面没有包含技术无效率项,所以没必要采用SFA法。
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