frontier4.1结果请大家帮忙分析

helene1984

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收藏 2015-12-03

悬赏 10 个论坛币未解决

麻烦大家帮忙看一下，我做的FRONTIER结果，其中standard-error 都为1，在OLS估计中还都比较小呢。是不是说明模型不合理呢。LR是不是说明非效率前沿是正确的。还有其他参数，是否能说明模型是否是可靠的呢。
the final mle estimates are :

               coefficient    standard-error t-ratio

  beta 0       0.63707908E+00  0.10000000E+01  0.63707908E+00
  beta 1       0.18949236E+00  0.10000000E+01  0.18949236E+00
  beta 2       -0.60262066E-01  0.10000000E+01 -0.60262066E-01
  beta 3       0.51702252E-01  0.10000000E+01  0.51702252E-01
  beta 4       0.48218294E-01  0.10000000E+01  0.48218294E-01
  beta 5       0.21439097E+00  0.10000000E+01  0.21439097E+00
  beta 6       0.18045757E+00  0.10000000E+01  0.18045757E+00
  beta 7       0.72269088E-01  0.10000000E+01  0.72269088E-01
  beta 8       0.25050377E-01  0.10000000E+01  0.25050377E-01
  beta 9       0.29969512E+00  0.10000000E+01  0.29969512E+00
  beta10       0.94242571E-01  0.10000000E+01  0.94242571E-01
  sigma-squared  0.80866946E-02  0.10000000E+01  0.80866946E-02
  gamma       0.67000000E+00  0.10000000E+01  0.67000000E+00
  mu          0.00000000E+00  0.10000000E+01  0.00000000E+00
eta is restricted to be zero

log likelihood function = 0.85124051E+03

LR test of the one-sided error = 0.20894368E+03
with number of restrictions = 2
[note that this statistic has a mixed chi-square distribution]

number of iterations =    1

(maximum number of iterations set at : 100)

number of cross-sections =    31

number of time periods =    19

total number of observations = 589

thus there are:    0  obsns not in the panel

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helene1984

2015-12-4 10:49:05

1             1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
Eg1-dta.txt       DATA FILE NAME
Eg1-out.txt       OUTPUT FILE NAME
1             1=PRODUCTION FUNCTION, 2=COST FUNCTION
y             LOGGED DEPENDENT VARIABLE (Y/N)
31             NUMBER OF CROSS-SECTIONS
19             NUMBER OF TIME PERIODS
589          NUMBER OF OBSERVATIONS IN TOTAL
10             NUMBER OF REGRESSOR VARIABLES (Xs)
y             MU (Y/N) [OR DELTA0 (Y/N) IF USING TE EFFECTS MODEL]
y             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.

这个是ins文件。