要用成本函数估计一个三投入二产出的超越对数函数,不知道ins文件写成这样有没有问题,
1 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
eg1.dta DATA FILE NAME
jieguo3.out OUTPUT FILE NAME
2 1=PRODUCTION FUNCTION, 2=COST FUNCTION
y LOGGED DEPENDENT VARIABLE (Y/N)
12 NUMBER OF CROSS-SECTIONS
9 NUMBER OF TIME PERIODS
108 NUMBER OF OBSERVATIONS IN TOTAL
3 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)]
0 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.
得到的极大似然估计:
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 -0.10578940E+01 0.31533411E+00 -0.33548354E+01
beta 1 0.47744493E+00 0.10581412E+00 0.45121100E+01
beta 2 0.21089068E-01 0.71633257E-01 0.29440330E+00
beta 3 0.67231140E+00 0.94123994E-01 0.71428269E+01
sigma-squared 0.47063975E-01 0.27682342E-01 0.17001443E+01
gamma 0.93141342E+00 0.44315797E-01 0.21017639E+02
mu is restricted to be zero
eta is restricted to be zero
log likelihood function = 0.13498817E+03
LR test of the one-sided error = 0.22099284E+02
但是,超越对数函数的估计系数又不止3个,是不是我选择的模型有问题。
还有最后out文件里面的cost efficiency estimates值是不是就是成本效率值?如果不是要怎么处理。