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Error Components Frontier (see B&C 1992)
The model is a production function
The dependent variable is logged
the ols estimates are :
coefficient standard-error t-ratio
beta 0 0.10481463E+02 0.34880367E+00 0.30049750E+02
beta 1 -0.46367553E+00 0.48584883E-01 -0.95436172E+01
beta 2 0.97512202E+00 0.54915135E-01 0.17756890E+02
sigma-squared 0.17531871E+01
log likelihood function = -0.63399166E+04
the estimates after the grid search were :
beta 0 0.12118757E+02
beta 1 -0.46367553E+00
beta 2 0.97512202E+00
sigma-squared 0.44325098E+01
gamma 0.95000000E+00
mu is restricted to be zero
eta 0.00000000E+00
iteration = 0 func evals = 20 llf = -0.27959529E+04
0.12118757E+02-0.46367553E+00 0.97512202E+00 0.44325098E+01 0.95000000E+00
0.00000000E+00
gradient step
iteration = 5 func evals =2051489 llf = -0.15271766E+04
0.39643006E+01 0.52404830E+00 0.34684785E+00 0.20318046E+01 0.97573765E+00
0.68442704E-02
iteration = 10 func evals =2051543 llf = -0.12304332E+04
0.36593323E+00 0.91173315E+00 0.22692854E+00 0.27951545E+01 0.97838366E+00
-0.67680118E-02
iteration = 15 func evals =2051628 llf = -0.12303208E+04
0.35796557E+00 0.91372695E+00 0.22307827E+00 0.28537199E+01 0.97884135E+00
-0.65288667E-02
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 0.35796557E+00 0.18079788E+00 0.19799212E+01
beta 1 0.91372695E+00 0.22593781E-01 0.40441524E+02
beta 2 0.22307827E+00 0.21029979E-01 0.10607632E+02
sigma-squared 0.28537199E+01 0.17808673E+00 0.16024326E+02
gamma 0.97884135E+00 0.14380644E-02 0.68066588E+03
mu is restricted to be zero
eta -0.65288667E-02 0.13030687E-02 -0.50103778E+01
log likelihood function = -0.12303208E+04
LR test of the one-sided error = 0.10219192E+05
with number of restrictions = 2
[note that this statistic has a mixed chi-square distribution]
number of iterations = 15
(maximum number of iterations set at : 100)
number of cross-sections = 533
number of time periods = 7
total number of observations = 3731
thus there are: 0 obsns not in the panel
covariance matrix :
0.32687875E-01 -0.38692395E-02 0.15931380E-02 -0.37544925E-02 -0.31462486E-04
0.69388376E-04
-0.38692395E-02 0.51047896E-03 -0.31749878E-03 0.52967412E-03 0.43254338E-05
-0.75647287E-05
0.15931380E-02 -0.31749878E-03 0.44226000E-03 -0.80715245E-04 -0.56201467E-06
0.97568566E-06
-0.37544925E-02 0.52967412E-03 -0.80715245E-04 0.31714885E-01 0.23785310E-03
-0.36721648E-04
-0.31462486E-04 0.43254338E-05 -0.56201467E-06 0.23785310E-03 0.20680291E-05
-0.27334778E-06
0.69388376E-04 -0.75647287E-05 0.97568566E-06 -0.36721648E-04 -0.27334778E-06
0.16979881E-05
数据结果,请教各位大神,请问大家这个结果要从哪些方面分析,这个结果怎么样?
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