我的疑问是分析了11个对象,但ols给出的结果怎么数都不够,是不是有些结果是错的,还有这个效率值太高了,不知道是哪里出了问题,结果完整如下,请大神指点
(Version 4.1c)
instruction file = Eg1-ins.txt
data file = EG1-dta.txt
Error Components Frontier (see B&C 1992)
The model is a production function
The dependent variable is not logged
the ols estimates are :
coefficient standard-error t-ratio
beta 0 0.43312651E+08 0.90526394E+07 0.47845329E+01
beta 1 0.59052100E+03 0.39226573E+03 0.15054106E+01
beta 2 -0.35108774E+04 0.14040669E+04 -0.25005057E+01
beta 3 -0.31099056E+04 0.33225852E+04 -0.93598971E+00
sigma-squared 0.49419410E+13
log likelihood function = -0.17388069E+03
the estimates after the grid search were :
beta 0 0.43634203E+08
beta 1 0.59052100E+03
beta 2 -0.35108774E+04
beta 3 -0.31099056E+04
sigma-squared 0.32482671E+13
gamma 0.50000000E-01
mu is restricted to be zero
eta is restricted to be zero
iteration = 0 func evals = 20 llf = -0.17388644E+03
0.43634203E+08 0.59052100E+03-0.35108774E+04-0.31099056E+04 0.32482671E+13
0.50000000E-01
gradient step
iteration = 5 func evals = 143 llf = -0.17388372E+03
0.43634203E+08 0.58398445E+03-0.35119193E+04-0.31111830E+04 0.32482671E+13
0.22365740E-01
search failed. loc of min limited by rounding
iteration = 8 func evals = 190 llf = -0.17388371E+03
0.43634203E+08 0.58385246E+03-0.35119403E+04-0.31112089E+04 0.32482671E+13
0.21607529E-01
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 0.43634203E+08 0.10000268E+01 0.43633033E+08
beta 1 0.58385246E+03 0.10934319E+03 0.53396326E+01
beta 2 -0.35119403E+04 0.17451387E+02 -0.20124132E+03
beta 3 -0.31112089E+04 0.21412994E+02 -0.14529537E+03
sigma-squared 0.32482671E+13 0.10000000E+01 0.32482671E+13
gamma 0.21607529E-01 0.35641212E+00 0.60625126E-01
mu is restricted to be zero
eta is restricted to be zero
log likelihood function = -0.17388371E+03
the likelihood value is less than that obtained
using ols! - try again using different starting values
number of iterations = 8
(maximum number of iterations set at : 100)
number of cross-sections = 11
number of time periods = 1
total number of observations = 11
thus there are: 0 obsns not in the panel
covariance matrix :
0.10000536E+01 0.80070826E+00 0.12759001E+00 0.15664039E+00 -0.30992819E-14
0.24903691E-02
0.80070826E+00 0.11955933E+05 0.19049754E+04 0.23387137E+04 -0.38500036E-10
0.37165390E+02
0.12759001E+00 0.19049754E+04 0.30455092E+03 0.37266567E+03 -0.58234996E-11
0.59215253E+01
0.15664039E+00 0.23387137E+04 0.37266567E+03 0.45851630E+03 -0.87574798E-11
0.72731442E+01
-0.30992819E-14 -0.38500036E-10 -0.58234996E-11 -0.87574798E-11 0.10000000E+01
-0.13939011E-13
0.24903691E-02 0.37165390E+02 0.59215253E+01 0.72731442E+01 -0.13939011E-13
0.12702960E+00
technical efficiency estimates :
firm eff.-est.
1 0.99414225E+00
2 0.99404825E+00
3 0.99420896E+00
4 0.99427937E+00
5 0.99461428E+00
6 0.99409074E+00
7 0.99461672E+00
8 0.99342198E+00
9 0.99325044E+00
10 0.99311316E+00
11 0.99321071E+00
mean efficiency = 0.99390880E+00