[推荐][求助]随机前沿分析【送书+提问】

colocolocolo

29538

收藏 2009-03-31

先求助后送书，希望牛人能够路过指导一下，谢谢！

采用的是BC1992模型估计技术效率和translog生产函数形式

一共有三个问题，有点儿多-_-，请各位不吝赐教啊！

1.检验随机前沿模型是否适用，是要去联合检验γ=μ=η=0吗？在STATA中怎么实现呢？

2.想检验柯布道格拉斯生产函数和translog生产函数之间的选择，应该是检验所有交叉项和二次项的系数吧？

可是我用柯布道格拉斯生产函数回归总是不收敛，怎么办？这样还可以检验吗？

3.检验技术非中性是检验投入要素L和K与时间t的交叉项吗？我看很多人都是用LR test来做的，那就需要跑两个回归了，一个有交叉项，一个没有交叉项，但是我去掉这两项之后回归又不收敛啦！怎么办啊？

我可以用Wald test代替进行检验吗？嘿嘿~毕竟只需要跑一个回归就可以了，简单方便。不过有理论依据吗？

回归结果如下
Iteration 0:   log likelihood = -112.42807 (not concave)
Iteration 1:   log likelihood = -77.658865 (not concave)
Iteration 2:   log likelihood = -70.847644
Iteration 3:   log likelihood = -70.76873
Iteration 4:   log likelihood = -67.522005
Iteration 5:   log likelihood = -67.426929
Iteration 6:   log likelihood = -67.426616
Iteration 7:   log likelihood = -67.426616

Time-varying decay inefficiency model Number of obs = 104
Group variable: cid Number of groups = 39

Time variable: year                             Obs per group: min =         1
                                                               avg =       2.7
                                                               max =         7

Wald chi2(9) = 110.37
Log likelihood = -67.426616 Prob > chi2 = 0.0000

------------------------------------------------------------------------------
         lnY |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         lnK | -1.870092   .6970854    -2.68   0.007    -3.236354   -.5038297
         lnL |   1.118676   .8658434     1.29   0.196    -.5783461    2.815698
           t | -.6650322   .2662542    -2.50   0.012    -1.186881   -.1431836
         tsq | -.0003343   .0114707    -0.03   0.977    -.0228166    .0221479
        lnL2 |   .1877647   .1179036     1.59   0.111    -.0433222    .4188515
        lnK2 |   .1781838   .0549305     3.24   0.001      .070522    .2858457
        lnKL | -.2922226   .1362202    -2.15   0.032    -.5592092    -.025236
        tlnK |   .0783449   .0342742     2.29   0.022     .0111688    .1455211
        tlnL |   .0019412   .0434341     0.04   0.964     -.083188    .0870705
       _cons |   15.66448   3.897831     4.02   0.000     8.024876    23.30409
-------------+----------------------------------------------------------------
         /mu |   1.532079   .4889659     3.13   0.002     .5737235    2.490435
        /eta | -.0883429   .0339824    -2.60   0.009    -.1549472   -.0217386
   /lnsigma2 | -.8617911   .2417598    -3.56   0.000    -1.335632   -.3879506
/ilgtgamma |   1.079826   .4015404     2.69   0.007     .2928214    1.866831
-------------+----------------------------------------------------------------
      sigma2 |   .4224048   .1021205                       .262992    .6784459
       gamma |   .7464611   .0759943                      .5726867    .8660911
    sigma_u2 |   .3153088   .1038391                      .1117879    .5188296
    sigma_v2 |   .1070961   .0190299                      .0697982     .144394
------------------------------------------------------------------------------