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雷达卡
the ols estimates are :
coefficient standard-error t-ratio
beta 0 -0.21720763E+02 0.97028027E+01 -0.22386071E+01
beta 1 -0.19446226E+01 0.18461076E+01 -0.10533637E+01
beta 2 0.44306023E+01 0.49451695E+00 0.89594549E+01
beta 3 -0.57379325E+00 0.13341750E+01 -0.43007347E+00
sigma-squared 0.68771823E-01
log likelihood function = 0.52912912E+00
the estimates after the grid search were :
beta 0 -0.21677980E+02
beta 1 -0.19446226E+01
beta 2 0.44306023E+01
beta 3 -0.57379325E+00
sigma-squared 0.57502799E-01
gamma 0.50000000E-01
mu 0.00000000E+00
eta 0.00000000E+00
iteration = 0 func evals = 20 llf = 0.41140952E+00
-0.21677980E+02-0.19446226E+01 0.44306023E+01-0.57379325E+00 0.57502799E-01
0.50000000E-01 0.00000000E+00 0.00000000E+00
gradient step
iteration = 5 func evals = 47 llf = 0.41049739E+01
-0.21674735E+02-0.19190485E+01 0.44078514E+01-0.57446130E+00 0.57153274E-01
0.31971290E+00 0.13289012E+00-0.64510603E+00
pt better than entering pt cannot be found
iteration = 8 func evals = 64 llf = 0.45636236E+01
-0.21696609E+02-0.19964987E+01 0.45185329E+01-0.56952280E+00 0.55252960E-01
0.30454457E+00 0.25943777E+00-0.74041366E+00
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 -0.21696609E+02 0.99005198E+00 -0.21914616E+02
beta 1 -0.19964987E+01 0.52337571E+00 -0.38146568E+01
beta 2 0.45185329E+01 0.19568485E+00 0.23090867E+02
beta 3 -0.56952280E+00 0.47603186E+00 -0.11963964E+01
sigma-squared 0.55252960E-01 0.19380226E-01 0.28509967E+01
gamma 0.30454457E+00 0.19894223E+00 0.15308191E+01
mu 0.25943777E+00 0.30015075E+00 0.86435823E+00
eta -0.74041366E+00 0.26853939E+00 -0.27571883E+01
log likelihood function = 0.45636236E+01
LR test of the one-sided error = 0.80689889E+01
with number of restrictions = 3
[note that this statistic has a mixed chi-square distribution]
number of iterations = 8
(maximum number of iterations set at : 100)
number of cross-sections = 3
number of time periods = 7
total number of observations = 21
thus there are: 0 obsns not in the panel
covariance matrix :
0.98020293E+00 -0.87189541E-01 -0.64361627E-01 0.43143771E-01 0.46860398E-03
-0.65135831E-02 0.18021495E-02 0.21411080E-01
-0.87189541E-01 0.27392213E+00 -0.48737971E-01 -0.24205523E+00 0.20733962E-02
0.83141555E-02 0.14426622E-01 0.51854389E-02
-0.64361627E-01 -0.48737971E-01 0.38292561E-01 0.29697895E-01 -0.92948369E-03
-0.17842093E-01 0.19462061E-01 0.30365626E-02
0.43143771E-01 -0.24205523E+00 0.29697895E-01 0.22660634E+00 -0.15850509E-02
0.39496728E-02 -0.27682811E-01 -0.94025216E-02
0.46860398E-03 0.20733962E-02 -0.92948369E-03 -0.15850509E-02 0.37559316E-03
0.65491206E-03 -0.24125966E-02 0.18919571E-02
-0.65135831E-02 0.83141555E-02 -0.17842093E-01 0.39496728E-02 0.65491206E-03
0.39578010E-01 -0.45697796E-01 -0.15599651E-01
0.18021495E-02 0.14426622E-01 0.19462061E-01 -0.27682811E-01 -0.24125966E-02
-0.45697796E-01 0.90090470E-01 -0.14603328E-01
0.21411080E-01 0.51854389E-02 0.30365626E-02 -0.94025216E-02 0.18919571E-02
-0.15599651E-01 -0.14603328E-01 0.72113404E-01
technical efficiency estimates :
efficiency estimates for year 1 :
firm eff.-est.
1 0.99716253E+00
2 0.99431592E+00
3 0.99592267E+00
mean eff. in year 1 = 0.99580038E+00
efficiency estimates for year 2 :
firm eff.-est.
1 0.99406124E+00
2 0.98812045E+00
3 0.99147144E+00
mean eff. in year 2 = 0.99121771E+00
efficiency estimates for year 3 :
firm eff.-est.
1 0.98759506E+00
2 0.97526047E+00
3 0.98220826E+00
mean eff. in year 3 = 0.98168793E+00
efficiency estimates for year 4 :
firm eff.-est.
1 0.97419621E+00
2 0.94886067E+00
3 0.96308970E+00
mean eff. in year 4 = 0.96204886E+00
efficiency estimates for year 5 :
firm eff.-est.
1 0.94678778E+00
2 0.89590329E+00
3 0.92430469E+00
mean eff. in year 5 = 0.92233192E+00
efficiency estimates for year 6 :
firm eff.-est.
1 0.89220496E+00
2 0.79465470E+00
3 0.84839309E+00
mean eff. in year 6 = 0.84508425E+00
efficiency estimates for year 7 :
firm eff.-est.
1 0.78934106E+00
2 0.61931805E+00
3 0.71038723E+00
mean eff. in year 7 = 0.70634878E+00
summary of panel of observations:
(1 = observed, 0 = not observed)
t: 1 2 3 4 5 6 7
n
1 1 1 1 1 1 1 1 7
2 1 1 1 1 1 1 1 7
3 1 1 1 1 1 1 1 7
3 3 3 3 3 3 3 21
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