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最近做了个关于城市技术效率的SFA模型,卡在技术效率结果分析上面了。
前面主要结果大概是下面这些内容:
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 0.78843354E+01 0.12433599E+00 0.63411529E+02
beta 1 0.49479924E+00 0.71701906E-02 0.69007823E+02
beta 2 0.25207198E+00 0.13044258E-01 0.19324364E+02
beta 3 0.10446384E+00 0.14411497E-01 0.72486459E+01
delta 0 0.31823448E+01 0.10720444E+00 0.29684822E+02
delta 1 0.83289221E+00 0.54031116E-01 0.15415047E+02
delta 2 -0.18425828E+00 0.11249525E-01 -0.16379205E+02
delta 3 -0.22037559E+00 0.99031736E-02 -0.22253027E+02
delta 4 0.52658378E+00 0.20642391E-01 0.25509824E+02
sigma-squared 0.86428639E-01 0.22283966E-02 0.38785124E+02
gamma 0.90490742E+00 0.38012983E-01 0.23805220E+02
log likelihood function = -0.65669563E+03
LR test of the one-sided error = 0.17378062E+04
with number of restrictions = 6
[note that this statistic has a mixed chi-square distribution]
number of iterations = 38
(maximum number of iterations set at : 100)
number of cross-sections = 285
number of time periods = 14
total number of observations = 3990
thus there are: 0 obsns not in the panel
然后关于技术效率计算我很郁闷,我用的BC95的模型。下面输出了technical efficiency estimates 的结果:
technical efficiency estimates :
firm year eff.-est.
1 1 0.39194887E+00
2 1 0.57291170E+00
3 1 0.67279109E+00
4 1 0.91370566E+00
5 1 0.53976096E+00
6 1 0.63006157E+00
7 1 0.75673021E+00
8 1 0.74953887E+00
9 1 0.44272140E+00
10 1 0.45366820E+00
11 1 0.81363113E+00
12 1 0.65686465E+00
13 1 0.93147115E+00
14 1 0.38454231E+00
15 1 0.40524041E+00
16 1 0.37978836E+00
17 1 0.42562786E+00
18 1 0.41102883E+00
19 1 0.37213849E+00
20 1 0.40774800E+00
21 1 0.48957485E+00
22 1 0.31499671E+00
23 1 0.48203975E+00
24 1 0.39050416E+00
25 1 0.42340370E+00
26 1 0.55996674E+00
27 1 0.23322116E+00
我只粘贴了部分,所以这个结果就是技术效率的测算吗?
还是需要说这些数值都是测算的无效率项Ui,然后需要进行exp^(-Ui)的计算?
后者说是其他?
在线等,挺急的。