Captain-CUI 发表于 2017-2-4 20:52 
变换一下指标或者调整一下模型设定试试
ins代码：
1 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
cbxl-dta.txt DATA FILE NAME
cbxl-out.txt OUTPUT FILE NAME
2 1=PRODUCTION FUNCTION, 2=COST FUNCTION
y LOGGED DEPENDENT VARIABLE (Y/N)
424 NUMBER OF CROSS-SECTIONS
1 NUMBER OF TIME PERIODS
424 NUMBER OF OBSERVATIONS IN TOTAL
6 NUMBER OF REGRESSOR VARIABLES (Xs)
n MU (Y/N) [OR DELTA0 (Y/N) IF USING TE EFFECTS MODEL]
n 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.
运行结果：
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 -0.28185995E+01 0.47767986E+00 -0.59006036E+01
beta 1 0.95051845E+00 0.18881022E-01 0.50342531E+02
beta 2 0.25080712E+00 0.11519457E+00 0.21772477E+01
beta 3 0.28450085E+00 0.51607010E-01 0.55128335E+01
beta 4 0.32932559E+00 0.59448049E-01 0.55397208E+01
beta 5 0.14504195E+00 0.39786302E-01 0.36455249E+01
beta 6 0.38726480E-01 0.99552261E-01 0.38900653E+00
sigma-squared 0.11704648E+00 0.77235940E-02 0.15154407E+02
gamma 0.86471533E-05 0.35974274E-02 0.24037047E-02
mu is restricted to be zero
eta is restricted to be zero
log likelihood function = -0.14685133E+03
the likelihood value is less than that obtained
using ols! - try again using different starting values
指标没法调整吧？
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