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frontier4.1的结果文件里,哪里可以找到U+V的联合误差值
楼主
angeljing1988
2001
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2015-03-19
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20
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未解决
运算的SFA结果如下,因为要算随机误差v的值,需要知道U+V的联合误差,我刚学frontier4.1 不是很熟,请大神帮,毕业论文急用。
Output from the program FRONTIER (Version 4.1c)
instruction file = EG2.INS
data file = 1.dta
Error Components Frontier (see B&C 1992)
The model is a production function
The dependent variable is logged
the ols estimates are :
coefficient standard-error t-ratio
beta 0 0.13879815E+04 0.42909755E+03 0.32346526E+01
beta 1 -0.92727014E-02 0.62329951E-02 -0.14876799E+01
beta 2 -0.15341934E+01 0.57918544E+00 -0.26488812E+01
beta 3 -0.10825822E+03 0.31910192E+03 -0.33925908E+00
sigma-squared 0.46896900E+06
log likelihood function = -0.51456131E+03
the estimates after the grid search were :
beta 0 0.21083977E+04
beta 1 -0.92727014E-02
beta 2 -0.15341934E+01
beta 3 -0.10825822E+03
sigma-squared 0.95910896E+06
gamma 0.85000000E+00
mu 0.00000000E+00
eta 0.00000000E+00
iteration = 0 func evals = 20 llf = -0.49675070E+03
0.21083977E+04-0.92727014E-02-0.15341934E+01-0.10825822E+03 0.95910896E+06
0.85000000E+00 0.00000000E+00 0.00000000E+00
gradient step
iteration = 5 func evals = 65 llf = -0.49507521E+03
0.21084022E+04-0.27123547E-02-0.18281539E+01-0.10824994E+03 0.95910896E+06
0.84994821E+00 0.27868649E-02 0.31028389E-01
iteration = 10 func evals = 193 llf = -0.49484637E+03
0.21415114E+04-0.55054393E-02-0.18460698E+01-0.49730367E+02 0.95910897E+06
0.85869727E+00 0.16513017E+02 0.30561263E-02
iteration = 15 func evals = 333 llf = -0.49455786E+03
0.21635823E+04-0.38124518E-02-0.21914899E+01-0.10725910E+02 0.95910898E+06
0.86632927E+00 0.27516986E+02 0.24702138E-01
iteration = 20 func evals = 480 llf = -0.49433415E+03
0.22391212E+04-0.88706047E-02-0.21484766E+01 0.12277082E+03 0.95910900E+06
0.87020127E+00 0.65184180E+02-0.94990134E-02
iteration = 25 func evals = 622 llf = -0.49408131E+03
0.22564189E+04-0.78055887E-02-0.25861131E+01 0.15331846E+03 0.95910901E+06
0.86418179E+00 0.73812448E+02-0.67691361E-02
iteration = 30 func evals = 751 llf = -0.49402224E+03
0.22462313E+04-0.73216681E-02-0.25169178E+01 0.13521181E+03 0.95910901E+06
0.85605354E+00 0.68755327E+02-0.30964147E-03
iteration = 35 func evals = 902 llf = -0.49385334E+03
0.22970511E+04-0.81076035E-02-0.24158305E+01 0.99612740E+02 0.95910905E+06
0.85081371E+00 0.12345257E+03 0.30624349E-02
iteration = 40 func evals = 1043 llf = -0.49382265E+03
0.23214850E+04-0.89052837E-02-0.22527020E+01 0.65211261E+02 0.95910908E+06
0.85968688E+00 0.15379875E+03 0.47712395E-02
iteration = 45 func evals = 1181 llf = -0.49373002E+03
0.24167378E+04-0.10285269E-01-0.21560577E+01 0.90517727E+01 0.95910917E+06
0.85631909E+00 0.25384757E+03 0.58570093E-02
iteration = 50 func evals = 1335 llf = -0.49352490E+03
0.26593399E+04-0.12359530E-01-0.26475782E+01-0.43007103E+02 0.95910937E+06
0.86383096E+00 0.48736553E+03-0.40972094E-02
iteration = 55 func evals = 1472 llf = -0.49348059E+03
0.26554723E+04-0.12862203E-01-0.26986368E+01-0.15671343E+02 0.95910936E+06
0.86587433E+00 0.47743818E+03-0.11530451E-01
iteration = 60 func evals = 1623 llf = -0.49324658E+03
0.26418086E+04-0.12351475E-01-0.26496633E+01 0.10686053E+02 0.95910934E+06
0.86419082E+00 0.45880806E+03-0.20756721E-01
iteration = 65 func evals = 1762 llf = -0.49315567E+03
0.27184490E+04-0.12605323E-01-0.28529608E+01 0.32130681E+02 0.95910940E+06
0.85877498E+00 0.52371365E+03-0.19594225E-01
iteration = 70 func evals = 1889 llf = -0.49315306E+03
0.27017457E+04-0.12445242E-01-0.28327103E+01 0.37065941E+02 0.95910938E+06
0.85878167E+00 0.50763648E+03-0.18160473E-01
iteration = 75 func evals = 2047 llf = -0.49308112E+03
0.26113402E+04-0.11754290E-01-0.26167787E+01 0.69750880E+02 0.95910938E+06
0.86079425E+00 0.64175913E+03-0.19786506E-01
iteration = 80 func evals = 2186 llf = -0.49306798E+03
0.26050926E+04-0.11643665E-01-0.24918239E+01 0.67751639E+02 0.95910939E+06
0.85908809E+00 0.69163487E+03-0.16698002E-01
search failed. fn val indep of search direction
iteration = 84 func evals = 2266 llf = -0.49306772E+03
0.26054346E+04-0.11579788E-01-0.24955910E+01 0.67197690E+02 0.95910939E+06
0.85903191E+00 0.69725599E+03-0.16814564E-01
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 0.26054346E+04 0.42561254E+03 0.61216114E+01
beta 1 -0.11579788E-01 0.68077098E-02 -0.17009815E+01
beta 2 -0.24955910E+01 0.12134173E+01 -0.20566635E+01
beta 3 0.67197690E+02 0.19140819E+03 0.35107008E+00
sigma-squared 0.95910939E+06 0.10408449E+01 0.92147197E+06
gamma 0.85903191E+00 0.27524761E-01 0.31209423E+02
mu 0.69725599E+03 0.57729506E+03 0.12077983E+01
eta -0.16814564E-01 0.38519137E-01 -0.43652493E+00
log likelihood function = -0.49306772E+03
LR test of the one-sided error = 0.42987170E+02
with number of restrictions = 3
[note that this statistic has a mixed chi-square distribution]
number of iterations = 84
(maximum number of iterations set at : 100)
number of cross-sections = 13
number of time periods = 5
total number of observations = 65
thus there are: 0 obsns not in the panel
covariance matrix :
0.18114604E+06 -0.20647702E+01 -0.27999763E+03 -0.27590500E+05 0.95286089E+02
0.31041712E+00 0.11210835E+05 -0.59470226E+01
-0.20647702E+01 0.46344912E-04 0.15437533E-02 -0.51387412E-01 -0.11401225E-02
-0.62669618E-05 -0.49085646E+00 0.16158875E-03
-0.27999763E+03 0.15437533E-02 0.14723815E+01 0.38493998E+01 -0.19075140E-01
0.26489142E-03 0.36091106E+03 0.11434700E-01
-0.27590500E+05 -0.51387412E-01 0.38493998E+01 0.36637097E+05 -0.14299602E+02
0.17615638E+00 0.16350893E+05 -0.17763764E+01
0.95286089E+02 -0.11401225E-02 -0.19075140E-01 -0.14299602E+02 0.10833581E+01
0.15964623E-03 0.10954951E+03 -0.32355764E-02
0.31041712E+00 -0.62669618E-05 0.26489142E-03 0.17615638E+00 0.15964623E-03
0.75761245E-03 0.15515082E+00 -0.14103836E-04
0.11210835E+05 -0.49085646E+00 0.36091106E+03 0.16350893E+05 0.10954951E+03
0.15515082E+00 0.33326959E+06 -0.21331215E+01
-0.59470226E+01 0.16158875E-03 0.11434700E-01 -0.17763764E+01 -0.32355764E-02
-0.14103836E-04 -0.21331215E+01 0.14837239E-02
technical efficiency estimates :
efficiency estimates for year 1 :
firm eff.-est.
1 0.10000000E+01
2 0.10000000E+01
3 0.10000000E+01
4 0.10000000E+01
5 0.10000000E+01
6 0.10000000E+01
7 0.10000000E+01
8 0.10000000E+01
9 0.10000000E+01
10 0.10000000E+01
11 0.10000000E+01
12 0.10000000E+01
13 0.10000000E+01
mean eff. in year 1 = 0.10000000E+01
efficiency estimates for year 2 :
firm eff.-est.
1 0.10000000E+01
2 0.10000000E+01
3 0.10000000E+01
4 0.10000000E+01
5 0.10000000E+01
6 0.10000000E+01
7 0.10000000E+01
8 0.10000000E+01
9 0.10000000E+01
10 0.10000000E+01
11 0.10000000E+01
12 0.10000000E+01
13 0.10000000E+01
mean eff. in year 2 = 0.10000000E+01
efficiency estimates for year 3 :
firm eff.-est.
1 0.10000000E+01
2 0.10000000E+01
3 0.10000000E+01
4 0.10000000E+01
5 0.10000000E+01
6 0.10000000E+01
7 0.10000000E+01
8 0.10000000E+01
9 0.10000000E+01
10 0.10000000E+01
11 0.10000000E+01
12 0.10000000E+01
13 0.10000000E+01
mean eff. in year 3 = 0.10000000E+01
efficiency estimates for year 4 :
firm eff.-est.
1 0.10000000E+01
2 0.10000000E+01
3 0.10000000E+01
4 0.10000000E+01
5 0.10000000E+01
6 0.10000000E+01
7 0.10000000E+01
8 0.10000000E+01
9 0.10000000E+01
10 0.10000000E+01
11 0.10000000E+01
12 0.10000000E+01
13 0.10000000E+01
mean eff. in year 4 = 0.10000000E+01
efficiency estimates for year 5 :
firm eff.-est.
1 0.10000000E+01
2 0.10000000E+01
3 0.10000000E+01
4 0.10000000E+01
5 0.10000000E+01
6 0.10000000E+01
7 0.10000000E+01
8 0.10000000E+01
9 0.10000000E+01
10 0.10000000E+01
11 0.10000000E+01
12 0.10000000E+01
13 0.10000000E+01
mean eff. in year 5 = 0.10000000E+01
summary of panel of observations:
(1 = observed, 0 = not observed)
t: 1 2 3 4 5
n
1 1 1 1 1 1 5
2 1 1 1 1 1 5
3 1 1 1 1 1 5
4 1 1 1 1 1 5
5 1 1 1 1 1 5
6 1 1 1 1 1 5
7 1 1 1 1 1 5
8 1 1 1 1 1 5
9 1 1 1 1 1 5
10 1 1 1 1 1 5
11 1 1 1 1 1 5
12 1 1 1 1 1 5
13 1 1 1 1 1 5
13 13 13 13 13 65
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沙发
yinyubo123
2015-3-20 23:15:46
您是指σu+σv吗?
就是 sigma-squared开方吧……
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藤椅
angeljing1988
2015-3-28 00:01:14
谢谢楼上的回答,我已经弄明白了,我不是问的sigma的平方,我知道那是随机误差和环境变量的siama平方和
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板凳
angeljing1988
2015-3-28 00:02:29
本人已经自己搞懂了,无需回复了
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报纸
伊布张燕
2015-4-30 23:09:46
angeljing1988 发表于 2015-3-28 00:02
本人已经自己搞懂了,无需回复了
您好,请问回归分析之前的随机前沿模型适用性检验怎么做呀?似然比统计量是否通过检验,如何判断呀?先谢过了
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地板
lm769922966
2015-5-19 12:14:56
你好,我也急需u+v怎么分离,能帮我一下吗
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点击查看更多内容…
7楼
Corrine_Fan
2020-2-5 10:46:33
angeljing1988 发表于 2015-3-28 00:02
本人已经自己搞懂了,无需回复了
请问前辈怎么得到随机误差v的值呢?多谢!
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