悬赏 5 个论坛币 未解决
假设我现在的模型是:
ln(Q1)=β0+β1ln(Q2)+Vi-Ui
Ui~N(mi,b2)
mi=γ1+γ2Style+γ3Industry+γ3Region
Q1为产出变量 Q2为投入变量。我考虑的三个影响因素变量为Style、Industry、Region,是Ui服从的截尾正太分布中变量。
而frontier自己用记事本导入数据的时候并不需要设定函数,只需第二列为产品变量,第三列之后设置投入变量。
请问那我的三个影响因素变量应该怎么放呢?
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PS:看到其他人的模型,搬过来举个列子,可以分别看到beta0-9,delta0-9之前的系数,但不知道内部设定如何。以下
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我用的三投入单产出超越对数模型,现在修改了下模型是这样的:ln(income_it )=β0+β1*x1+β2*x2+β3*x3+β4*1/2*x1*x1+β5*1/2*x2*x2+β6*1/2*x3*x3+β7*x1*x2+β8*x1*x3+β9*x2*x3+v_it-u_it。
u_it=δ0+δ1*D1+δ2*D2+δ3*D1*D2+δ4*D3+δ5*D1*D3+δ6*D4+δ7*D1*D4+δ8*D5
修改后的ins如下:
2 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
eg2.dta DATA FILE NAME
eg2.out OUTPUT FILE NAME
1 1=PRODUCTION FUNCTION, 2=COST FUNCTION
y LOGGED DEPENDENT VARIABLE (Y/N)
33 NUMBER OF CROSS-SECTIONS
9 NUMBER OF TIME PERIODS
297 NUMBER OF OBSERVATIONS IN TOTAL
9 NUMBER OF REGRESSOR VARIABLES (Xs)
y MU (Y/N) [OR DELTA0 (Y/N) IF USING TE EFFECTS MODEL]
8 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
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.
运行结果如下:
coefficient standard-error t-ratio
beta 0 0.10601899E+01 0.24398483E+02 0.43453109E-01
beta 1 0.93464915E+00 0.19537617E-01 0.47838441E+02
beta 2 0.13570159E+00 0.24726921E-01 0.54880099E+01
beta 3 -0.22527165E-01 0.13056627E-01 -0.17253434E+01
beta 4 -0.94381876E-01 0.14483040E-01 -0.65167174E+01
beta 5 0.19108719E-01 0.95378638E-02 0.20034589E+01
beta 6 0.63027403E-02 0.20846138E-02 0.30234571E+01
beta 7 0.22999664E-01 0.12672355E-01 0.18149478E+01
beta 8 0.13112018E-01 0.62241139E-02 0.21066482E+01
beta 9 -0.79715434E-02 0.56668146E-02 -0.14067062E+01
delta 0 0.51117455E+00 0.24393387E+02 0.20955456E-01
delta 1 0.53756648E-01 0.51671441E-01 0.10403551E+01
delta 2 0.16079622E+00 0.25542283E-01 0.62952956E+01
delta 3 -0.47185839E-01 0.39776241E-01 -0.11862820E+01
delta 4 0.11316185E-01 0.27369521E-01 0.41345935E+00
delta 5 -0.93768893E-01 0.38806969E-01 -0.24162900E+01
delta 6 -0.43620251E-01 0.31134964E-01 -0.14010054E+01
delta 7 -0.44064206E-01 0.46117197E-01 -0.95548317E+00
delta 8 -0.55170506E-02 0.47971264E-02 -0.11500740E+01
sigma-squared 0.22174776E-01 0.18069968E-02 0.12271619E+02
gamma 0.16834691E+00 0.77627848E+01 0.21686407E-01
log likelihood function = 0.14418173E+03
LR test of the one-sided error = 0.65249943E+02
with number of restrictions = *
[note that this statistic has a mixed chi-square distribution]