sunnygu 发表于 2015-11-24 15:17 
γ 值接近于1说明适合于用SFA做分析;似然函数值正负没见文献讨论过;你的LR通过了显著性检验,而且各系数也 ...
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 -0.59500121E+02 0.99875786E+00 -0.59574121E+02
beta 1 0.91756176E+01 0.92731148E+00 0.98948604E+01
beta 2 0.23082962E+00 0.78114603E+00 0.29550124E+00
sigma-squared 0.52014443E+02 0.99999979E+00 0.52014453E+02
gamma 0.98327010E+00 0.73538588E+00 0.13370805E+01
mu 0.89936824E-05 0.10000000E+01 0.89936824E-05
eta -0.13827971E-02 0.99553747E+00 -0.13889955E-02
log likelihood function = -0.36221024E+02
LR test of the one-sided error = 0.44779233E+02
大神 这个怎么样呢?