INS:
1 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
2012in.dta DATA FILE NAME
2012out3.out OUTPUT FILE NAME
2 1=PRODUCTION FUNCTION, 2=COST FUNCTION
n LOGGED DEPENDENT VARIABLE (Y/N)
35 NUMBER OF CROSS-SECTIONS
1 NUMBER OF TIME PERIODS
35 NUMBER OF OBSERVATIONS IN TOTAL
2 NUMBER OF REGRESSOR VARIABLES (Xs)
y 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.
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 0.38287120E+01 0.38749885E+00 0.98805764E+01
beta 1 -0.65996929E+01 0.94153407E+00 -0.70095105E+01
beta 2 -0.88967743E+01 0.10083659E+01 -0.88229622E+01
sigma-squared 0.11614404E+03 0.99928760E+00 0.11622684E+03
gamma 0.99999999E+00 0.20405933E-06 0.49005356E+07
mu -0.10465439E+01 0.92385789E+00 -0.11327974E+01
eta is restricted to be zero
log likelihood function = -0.98964292E+02
LR test of the one-sided error = 0.36445656E+02
with number of restrictions = 2
[note that this statistic has a mixed chi-square distribution]