下面是一篇文献的截图,请问这里的σ2 γ μ η分别道标什么含义,为什么我做出的结果里面找不到呢?附上结果和文献的截图。
过程:
1 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
2012.dta DATA FILE NAME
2012.out OUTPUT FILE NAME
2 1=PRODUCTION FUNCTION, 2=COST FUNCTION
y LOGGED DEPENDENT VARIABLE (Y/N)
84 NUMBER OF CROSS-SECTIONS
7 NUMBER OF TIME PERIODS
84 NUMBER OF OBSERVATIONS IN TOTAL
5 NUMBER OF REGRESSOR VARIABLES (Xs)
n 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.
结果:
Output from the program FRONTIER (Version 4.1c)
instruction file = EG3.INS
data file = 2012.dta
Error Components Frontier (see B&C 1992)
The model is a cost function
The dependent variable is logged
the ols estimates are :
coefficient standard-error t-ratio
beta 0 -0.35242612E+01 0.65700959E+00 -0.53640939E+01
beta 1 -0.50044623E+00 0.85819241E-01 -0.58313989E+01
beta 2 0.70288742E+00 0.99358805E-01 0.70742338E+01
beta 3 -0.95204552E+00 0.75555108E-01 -0.12600677E+02
beta 4 0.56279590E+00 0.92021600E-01 0.61159108E+01
beta 5 0.69616097E+00 0.85416382E-01 0.81502043E+01
sigma-squared 0.12453591E+00
log likelihood function = -0.28585530E+02
the estimates after the grid search were :
beta 0 -0.37263623E+01
beta 1 -0.50044623E+00
beta 2 0.70288742E+00
beta 3 -0.95204552E+00
beta 4 0.56279590E+00
beta 5 0.69616097E+00
sigma-squared 0.15648538E+00
gamma 0.41000000E+00
mu is restricted to be zero
eta 0.00000000E+00
iteration = 0 func evals = 19 llf = -0.28537771E+02
-0.37263623E+01-0.50044623E+00 0.70288742E+00-0.95204552E+00 0.56279590E+00
0.69616097E+00 0.15648538E+00 0.41000000E+00 0.00000000E+00
gradient step
iteration = 5 func evals = 47 llf = -0.28433416E+02
-0.36777068E+01-0.49120629E+00 0.67114865E+00-0.89773154E+00 0.52523509E+00
0.68777089E+00 0.15133865E+00 0.45205894E+00 0.56027546E-01
iteration = 10 func evals = 104 llf = -0.27551781E+02
-0.30129374E+01-0.45965228E+00 0.53093695E+00-0.81632483E+00 0.43334312E+00
0.71653168E+00 0.19696549E+00 0.83543941E+00 0.78659936E-01
iteration = 15 func evals = 205 llf = -0.19263351E+02
-0.60968046E+00-0.37663895E+00 0.15327605E+00-0.51887647E+00 0.16553295E+00
0.69306376E+00 0.23779246E+00 0.99999999E+00 0.12217646E+00
iteration = 19 func evals = 311 llf = -0.19135586E+02
-0.62963597E+00-0.37758965E+00 0.15612503E+00-0.52308960E+00 0.16929174E+00
0.69450968E+00 0.23789621E+00 0.99999999E+00 0.12119027E+00
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 -0.62963597E+00 0.90294828E+00 -0.69731123E+00
beta 1 -0.37758965E+00 0.92872262E-01 -0.40656881E+01
beta 2 0.15612503E+00 0.13185772E+00 0.11840416E+01
beta 3 -0.52308960E+00 0.19050249E+00 -0.27458412E+01
beta 4 0.16929174E+00 0.18112913E+00 0.93464671E+00
beta 5 0.69450968E+00 0.10180142E+00 0.68222005E+01
sigma-squared 0.23789621E+00 0.27093500E-01 0.87805641E+01
gamma 0.99999999E+00 0.14407580E-04 0.69407909E+05
mu is restricted to be zero
eta 0.12119027E+00 0.59425001E-01 0.20393818E+01
log likelihood function = -0.19135593E+02
LR test of the one-sided error = 0.18899872E+02
with number of restrictions = 2
[note that this statistic has a mixed chi-square distribution]
number of iterations = 19
(maximum number of iterations set at : 100)
number of cross-sections = 84
number of time periods = 7
total number of observations = 84
thus there are: 504 obsns not in the panel
covariance matrix :
0.81531559E+00 0.41966421E-01 -0.10232035E+00 0.13179349E+00 -0.14021123E+00
-0.45686852E-01 -0.70305158E-02 -0.10839776E-04 0.42384265E-01
0.41966421E-01 0.86252570E-02 -0.94158952E-02 0.11752547E-01 -0.95213297E-02
-0.67031773E-02 -0.50193280E-04 -0.56975058E-06 0.27280638E-02
-0.10232035E+00 -0.94158952E-02 0.17386459E-01 -0.20518583E-01 0.18725656E-01
0.72304459E-02 0.10313159E-02 0.14471294E-05 -0.60308804E-02
0.13179349E+00 0.11752547E-01 -0.20518583E-01 0.36291200E-01 -0.32038213E-01
-0.15726671E-01 -0.17718472E-02 -0.25609205E-05 0.10245629E-01
-0.14021123E+00 -0.95213297E-02 0.18725656E-01 -0.32038213E-01 0.32807760E-01
0.11996037E-01 0.17134511E-02 0.22914999E-05 -0.88823657E-02
-0.45686852E-01 -0.67031773E-02 0.72304459E-02 -0.15726671E-01 0.11996037E-01
0.10363529E-01 0.20451611E-03 0.10315495E-05 -0.43339446E-02
-0.70305158E-02 -0.50193280E-04 0.10313159E-02 -0.17718472E-02 0.17134511E-02
0.20451611E-03 0.73405775E-03 0.15310614E-06 -0.96768404E-03
-0.10839776E-04 -0.56975058E-06 0.14471294E-05 -0.25609205E-05 0.22914999E-05
0.10315495E-05 0.15310614E-06 0.20757836E-09 -0.80937314E-06
0.42384265E-01 0.27280638E-02 -0.60308804E-02 0.10245629E-01 -0.88823657E-02
-0.43339446E-02 -0.96768404E-03 -0.80937314E-06 0.35313307E-02
cost efficiency estimates :
文献