悬赏 100 个论坛币 未解决
1 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
eg1.dta DATA FILE NAME
12.out OUTPUT FILE NAME
1 1=PRODUCTION FUNCTION, 2=COST FUNCTION
n LOGGED DEPENDENT VARIABLE (Y/N)
117 NUMBER OF CROSS-SECTIONS
9 NUMBER OF TIME PERIODS
117 NUMBER OF OBSERVATIONS IN TOTAL
2 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]
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 0.14580791E+10 0.10000000E+01 0.14580791E+10
beta 1 0.32345061E+01 0.84465451E-01 0.38293835E+02
beta 2 0.16715730E+07 0.10000127E+01 0.16715519E+07
sigma-squared 0.10755013E+21 0.10000000E+01 0.10755013E+21
gamma 0.77626767E+00 0.96402524E-01 0.80523583E+01
mu is restricted to be zero
eta is restricted to be zero
log likelihood function = -0.28361415E+04
LR test of the one-sided error = 0.92758512E+01
firm eff.-est.
1 0.14417472E+00
2 -0.59165106E+00
3 0.59177227E+00
4 -0.50622108E+00
5 0.39992680E+00
6 -0.64283490E+00
7 0.37501315E+00
8 0.25988994E+00
9 0.72870838E+00
10 0.33604629E+00
11 0.65753315E+00
12 0.90455809E+00
13 0.86763684E+00
求助各位大神以下问题:
1.我的beta值是不是不对,是不是超过1了
2.为什么我的mu值和eta值是0,这代表什么意思
3.为什么我的效率值里面有负值,这个是数据的问题么,真心不知道哈
4,LR检验是怎么检验的。 拜托各位大神了,请解释的详细点吧,真心拜托了,谢谢各位