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同样急求

Title

    [R] frontier -- Stochastic frontier models


Syntax

        frontier depvar [indepvars] [if] [in] [weight] [, options]

    options                          Description
    ---------------------------------------------------------------------------------------------
    Model
      noconstant                     suppress constant term
      distribution(hnormal)          half-normal distribution for the inefficiency term
      distribution(exponential)      exponential distribution for the inefficiency term
      distribution(tnormal)          truncated-normal distribution for the inefficiency term
      ufrom(matrix)                  specify untransformed log likelihood; only with d(tnormal)
      cm(varlist[, noconstant])      fit conditional mean model; only with d(tnormal); use
                                       noconstant to suppress constant term

    Model 2
      constraints(constraints)       apply specified linear constraints
      collinear                      keep collinear variables
      uhet(varlist[, noconstant])    explanatory variables for technical inefficiency variance
                                       function; use noconstant to suppress constant term
      vhet(varlist[, noconstant])    explanatory variables for idiosyncratic error variance
                                       function; use noconstant to suppress constant term
      cost                           fit cost frontier model; default is production frontier
                                       model

    SE
      vce(vcetype)                   vcetype may be oim, opg, bootstrap, or jackknife

    Reporting
      level(#)                       set confidence level; default is level(95)
      nocnsreport                    do not display constraints
      display_options                control column formats, row spacing, line width, and display
                                       of omitted variables and base and empty cells

    Maximization
      maximize_options               control the maximization process; seldom used

      coeflegend                     display legend instead of statistics
    ---------------------------------------------------------------------------------------------
    indepvars and varlist may contain factor variables; see fvvarlist.
    bootstrap, by, jackknife, rolling, and statsby are allowed; see prefix.
    Weights are not allowed with the bootstrap prefix.
    fweights, iweights, and pweights are allowed; see weight.
    coeflegend does not appear in the dialog box.
    See [R] frontier postestimation for features available after estimation.


Menu

    Statistics > Linear models and related > Frontier models


Description

    frontier fits stochastic production or cost frontier models; the default is a production
    frontier model.  It provides estimators for the parameters of a linear model with a
    disturbance that is assumed to be a mixture of two components, which have a strictly
    nonnegative and symmetric distribution, respectively.  frontier can fit models in which the
    nonnegative distribution component (a measurement of inefficiency) is assumed to be from a
    half-normal, exponential, or truncated-normal distribution.  See Kumbhakar and Lovell (2000)
    for a detailed introduction to frontier analysis.



Examples

    -----------------------------------------------------------------------------------------------
    Setup
        . webuse greene9

    Cobb-Douglas production function with half-normal distribution for inefficiency term
        . frontier lnv lnk lnl

    Cobb-Douglas production function with exponential distribution for inefficiency term
        . frontier lnv lnk lnl, dist(exponential)

    -----------------------------------------------------------------------------------------------
    Setup
        . webuse frontier1

    Cobb-Douglas production function with size as explanatory variable in variance function for
    idiosyncratic error
        . frontier lnoutput lnlabor lncapital, vhet(size)

    -----------------------------------------------------------------------------------------------
    Setup
        . webuse frontier2

    Cost frontier model with truncated-normal distribution for inefficiency term
        . frontier lncost lnp_k lnp_l lnout, dist(tnormal) cost
    -----------------------------------------------------------------------------------------------