此处省略系数估值
gamma 0.10000000E-07 0.20438387E-03 0.48927540E-04
mu -0.48682681E-04 0.86717037E+00 -0.56139696E-04
eta -0.19620400E-01 0.62371727E+00 -0.31457203E-01
log likelihood function = -0.51869344E+00
the likelihood value is less than that obtained
using ols! - try again using different starting values
想不明白为什么出现这样的结果。
我觉得程序操作没有问题,输入文档如下:
1 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
again.txt DATA FILE NAME
againout.txt OUTPUT FILE NAME
1 1=PRODUCTION FUNCTION, 2=COST FUNCTION
y LOGGED DEPENDENT VARIABLE (Y/N)
3 NUMBER OF CROSS-SECTIONS
17 NUMBER OF TIME PERIODS
51 NUMBER OF OBSERVATIONS IN TOTAL
14 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.
没用过frontier,我做sfa一般用stata。因为估计方法是mle,本质上就是做非线性搜索,出现using ols! - try again using different starting values,说明极大似然函数找最优值出现困难。先用ols,其目的是找一组starting values,mle对starting values有时候是很敏感的。我就遇到过直接做Mle回归无结果,就先做一遍ols后再重新mle,结果就出来了。