2 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
eg4.dta DATA FILE NAME
eg2.out OUTPUT FILE NAME
1 1=PRODUCTION FUNCTION, 2=COST FUNCTION
y LOGGED DEPENDENT VARIABLE (Y/N)
28 NUMBER OF CROSS-SECTIONS
35 NUMBER OF TIME PERIODS
980 NUMBER OF OBSERVATIONS IN TOTAL
9 NUMBER OF REGRESSOR VARIABLES (Xs)
y MU (Y/N) [OR DELTA0 (Y/N) IF USING TE EFFECTS MODEL]
1 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.
这是程序,28歌声是,35年的数据,一个影响因素项,9个自变量(包括t,t^2项,),为何做出来的结果
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 -0.28433931E+01 0.47722122E+00 -0.59582286E+01
beta 1 0.73695013E+00 0.15048293E+00 0.48972341E+01
beta 2 0.11256865E+01 0.19325680E+00 0.58248221E+01
beta 3 -0.99354125E-01 0.16605397E-01 -0.59832430E+01
beta 4 0.10090563E+00 0.18655262E-01 0.54089633E+01
beta 5 0.84151540E-01 0.21162110E-01 0.39765195E+01
beta 6 -0.13583533E-02 0.30002987E-03 -0.45273937E+01
beta 7 -0.26311205E+00 0.28867343E-01 -0.91145228E+01
beta 8 0.10639347E-01 0.42797799E-02 0.24859565E+01
beta 9 0.93626957E-02 0.29492810E-02 0.31745689E+01
delta 0 0.50362784E+01 0.40409941E+00 0.12462969E+02
delta 1 -0.47787678E+01 0.40157470E+00 -0.11900072E+02
sigma-squared 0.75392755E-01 0.41439331E-02 0.18193526E+02
gamma 0.85218014E+00 0.28575803E-01 0.29821739E+02
算出的技术进步率是负的(t,t^2系数为负,beta3、6)。求大牛指点哪里出错了。
论坛币不多,只求大神辛苦解答。
另
| firm | year | lny | lnk | lnl | t | lnklnk | lnllnl | tt | lnklnl | tlnk | tlnl | 无效率项 |
| 1 | 1 | 4.68951 | 4.77534 | 6.09605 | 1 | 22.80384 | 37.16182 | 1 | 29.11069 | 4.77534 | 6.09605 | 0.78335 |
| 2 | 1 | 4.41461 | 4.63639 | 5.90454 | 1 | 21.49615 | 34.86364 | 1 | 27.37579 | 4.63639 | 5.90454 | 0.78522 |
| 3 | 1 | 5.20981 | 5.50555 | 7.65415 | 1 | 30.31106 | 58.58607 | 1 | 42.14031 | 5.50555 | 7.65415 | 0.71929
|
数据这样输入应该没什么问题吧!!在线等!!