stata 官方命令为 frontier (截面数据分析) 和 xtfrontier (面板数据分析)。
目前有两个功能很强大的外部命令,一个做截面分析(
help sfcross),另一个做面板数据分析(
help sfpanel)。
由于两个命令都是外部命令,因此需要下载,以 sfpanel 为例,下载命令如下:
- ssc install sfpanel, replace
复制代码查看帮助方法如下:
如下参考文献提供了具体的公式和计算过程的说明:
Belotti, F., S. Daidone, G. Ilardi, V. Atella. "Stochastic Frontier Analysis Using Stata". STATA JOURNAL, 2013, 13 (4):719-758.
下载:http://www.researchgate.net/profile/Vincenzo_Atella/publication/256033901_Stochastic_Frontier_Analysis_Using_Stata/links/0912f511d6394614b2000000.pdf;or
ftp://www.ceistorvergata.it/repec/rpaper/RP251.pdf
上述两个外部命令可以实现如下论文中提到的各类模型:
Battese, G. E., and T. J. Coelli. 1988. Prediction of firm-level technical efficiencies with a generalized frontier
production function and panel data. Journal of Econometrics 38: 387-399.
------. 1992. Frontier production functions, technical efficiency and panel data: With application to paddy farmers in India.
Journal of Productivity Analysis 3: 153-169.
------. 1995. A model for technical inefficiency effects in a stochastic frontier production function for panel data.
Empirical Economics 20: 325-332.
Cornwell, C., P. Schmidt, and R. C. Sickles. 1990. Production frontiers with cross-sectional and time-series variation in
efficiency levels. Journal of Econometrics 46: 185-200.
Greene, W. 2005a. Reconsidering heterogeneity in panel data estimators of the stochastic frontier model. Journal of
Econometrics 126: 269-303.
------. 2005b. Fixed and random effects in stochastic frontier models. Journal of Productivity Analysis 23: 7-32.
Kumbhakar, S. C. 1990. Production frontiers, panel data, and time-varying technical inefficiency. Journal of Econometrics 46:
201-211.
Lee, Y. H., and P. Schmidt. 1993. A production frontier model with flexible temporal variation in technical efficiency. In
The Measurement of Productive Efficiency: Techniques and Applications, ed. H. O. Fried, C. A. K. Lovell, and S. S.
Schmidt, 237-255. New York: Oxford University Press.
Pitt, M. M., and L.-F. Lee. 1981. The measurement and sources of technical inefficiency in the Indonesian weaving industry.
Journal of Development Economics 9: 43-64.
Schmidt, P., and R. C. Sickles. 1984. Production frontiers and panel data. Journal of Business and Economic Statistics 2:
367-374.
连老师stata课程:http://www.peixun.net/author/3.html
连老师优酷视频: http://i.youku.com/arlion
Stata现场培训-初级班【四天,北京】http://www.peixun.net/view/307_detail.html
Stata现场培训-高级班【四天,北京】http://www.peixun.net/view/308_detail.html