例如运行结果如下:
Output from the program FRONTIER (Version 4.1)
instruction file = eg1.ins
data file = eg1.dta
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 0.24489834E+00 0.21360307E+00 0.11465114E+01
beta 1 0.28049246E+00 0.48066617E-01 0.58354940E+01
beta 2 0.53330637E+00 0.51498586E-01 0.10355748E+02
sigma-squared 0.11398496E+00
log likelihood function = -0.18446849E+02
the estimates after the grid search were :
beta 0 0.58014216E+00
beta 1 0.28049246E+00
beta 2 0.53330637E+00
sigma-squared 0.22067413E+00
gamma 0.80000000E+00
mu is restricted to be zero
eta is restricted to be zero
iteration = 0 func evals = 19 llf = -0.17034854E+02
0.58014216E+00 0.28049246E+00 0.53330637E+00 0.22067413E+00 0.80000000E+00
gradient step
iteration = 5 func evals = 41 llf = -0.17027230E+02
0.56160697E+00 0.28108701E+00 0.53647803E+00 0.21694170E+00 0.79718731E+00
iteration = 7 func evals = 63 llf = -0.17027229E+02
0.56161963E+00 0.28110205E+00 0.53647981E+00 0.21700046E+00 0.79720730E+00
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 0.56161963E+00 0.20261668E+00 0.27718331E+01
beta 1 0.28110205E+00 0.47643365E-01 0.59001301E+01
beta 2 0.53647981E+00 0.45251553E-01 0.11855501E+02
sigma-squared 0.21700046E+00 0.63909106E-01 0.33954545E+01
gamma 0.79720730E+00 0.13642399E+00 0.58436004E+01
mu is restricted to be zero
eta is restricted to be zero
log likelihood function = -0.17027229E+02
LR test of the one-sided error = 0.28392402E+01
with number of restrictions = 1
[note that this statistic has a mixed chi-square distribution]
number of iterations = 7
(maximum number of iterations set at : 100)
number of cross-sections = 60
number of time periods = 1
total number of observations = 60
thus there are: 0 obsns not in the panel
covariance matrix :
0.41053521E-01 -0.31446721E-02 -0.80030279E-02 0.40456494E-02 0.92519362E-02
-0.31446721E-02 0.22698902E-02 0.40106205E-04 -0.29528845E-04 -0.91550467E-04
-0.80030279E-02 0.40106205E-04 0.20477030E-02 -0.47190308E-04 -0.16404645E-03
0.40456494E-02 -0.29528845E-04 -0.47190308E-04 0.40843738E-02 0.67450773E-02
0.92519362E-02 -0.91550467E-04 -0.16404645E-03 0.67450773E-02 0.18611506E-01
technical efficiency estimates :
firm eff.-est.
1 0.65068880E+00
2 0.82889151E+00
3 0.72642592E+00
.
.
.
58 0.66471456E+00
59 0.85670448E+00
60 0.70842786E+00
mean efficiency = 0.74056772E+00