用frontier4.1软件计算95模型计算TFP的时候,结果如下:为什么后面的3122个企业10年的数据的值都是0.1啊,。。很纠结这个问题,望高手回答。本人不胜感激。
Output from the program FRONTIER (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 logged
the ols estimates are :
coefficient standard-error t-ratio
beta 0 0.31439648E+05 0.28128342E+04 0.11177214E+02
beta 1 0.44472117E+00 0.35501409E-02 0.12526860E+03
beta 2 0.24762035E+01 0.59893459E+00 0.41343471E+01
sigma-squared 0.23022701E+12
log likelihood function = -0.45269176E+06
the estimates after the grid search were :
beta 0 0.46718851E+06
beta 1 0.44472117E+00
beta 2 0.24762035E+01
sigma-squared 0.42008195E+12
gamma 0.71000000E+00
mu is restricted to be zero
eta 0.00000000E+00
iteration = 0 func evals = 20 llf = -0.44568842E+06
0.46718851E+06 0.44472117E+00 0.24762035E+01 0.42008195E+12 0.71000000E+00
0.00000000E+00
gradient step
iteration = 5 func evals = 61 llf = -0.44390401E+06
0.46718850E+06 0.63325055E+00 0.22714628E+02 0.42008195E+12 0.76732259E+00
0.15398037E-01
iteration = 10 func evals = 93 llf = -0.44390384E+06
0.46718850E+06 0.63386665E+00 0.22463315E+02 0.42008195E+12 0.76795155E+00
0.15093651E-01
iteration = 12 func evals = 99 llf = -0.44390384E+06
0.46718850E+06 0.63386596E+00 0.22463581E+02 0.42008195E+12 0.76795099E+00
0.15093907E-01
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 0.46718850E+06 0.10001472E+01 0.46711972E+06
beta 1 0.63386596E+00 0.45460105E-02 0.13943346E+03
beta 2 0.22463581E+02 0.99967982E+00 0.22470776E+02
sigma-squared 0.42008195E+12 0.10000000E+01 0.42008195E+12
gamma 0.76795099E+00 0.20793311E-02 0.36932597E+03
mu is restricted to be zero
eta 0.15093907E-01 0.94973248E-03 0.15892799E+02
log likelihood function = -0.44390384E+06
LR test of the one-sided error = 0.17575825E+05
with number of restrictions = 2
[note that this statistic has a mixed chi-square distribution]
number of iterations = 12
(maximum number of iterations set at : 100)
number of cross-sections = 3122
number of time periods = 10
total number of observations = 31220
thus there are: 0 obsns not in the panel
covariance matrix :
0.10002945E+01 0.25768166E-04 -0.98438251E-02 -0.27605143E-14 0.21180753E-04
-0.92165612E-05
0.25768166E-04 0.20666211E-04 -0.20789682E-02 0.38290336E-13 -0.11825484E-06
-0.10743648E-05
-0.98438251E-02 -0.20789682E-02 0.99935974E+00 0.38455244E-10 0.47054818E-03
0.30064860E-03
-0.27605143E-14 0.38290336E-13 0.38455244E-10 0.10000000E+01 0.56718197E-12
-0.40486659E-13
0.21180753E-04 -0.11825484E-06 0.47054818E-03 0.56718197E-12 0.43236179E-05
-0.10192776E-07
-0.92165612E-05 -0.10743648E-05 0.30064860E-03 -0.40486659E-13 -0.10192776E-07
0.90199179E-06
technical efficiency estimates :
efficiency estimates for year 1 :
firm eff.-est.
1 0.10000000E+01
2 0.10000000E+01
3 0.10000000E+01
4 0.10000000E+01
5 0.10000000E+01
6 0.10000000E+01
7 0.10000000E+01
8 0.10000000E+01
9 0.10000000E+01
10 0.10000000E+01
11 0.10000000E+01
12 0.10000000E+01
13 0.10000000E+01
14 0.10000000E+01
15 0.10000000E+01
16 0.10000000E+01
17 0.10000000E+01
18 0.10000000E+01
19 0.10000000E+01
20 0.10000000E+01
21 0.10000000E+01
22 0.10000000E+01
23 0.10000000E+01
24 0.10000000E+01
25 0.10000000E+01
26 0.10000000E+01
27 0.10000000E+01
28 0.10000000E+01
29 0.10000000E+01
30 0.10000000E+01
31 0.10000000E+01
32 0.10000000E+01
33 0.10000000E+01
34 0.10000000E+01
35 0.10000000E+01
36 0.10000000E+01
37 0.10000000E+01
38 0.10000000E+01
39 0.10000000E+01
40 0.10000000E+01
41 0.10000000E+01
42 0.10000000E+01
43 0.10000000E+01
44 0.10000000E+01
45 0.10000000E+01
46 0.10000000E+01
47 0.10000000E+01
48 0.10000000E+01
49 0.10000000E+01
50 0.10000000E+01
51 0.10000000E+01
52 0.10000000E+01
53 0.10000000E+01
54 0.10000000E+01
55 0.10000000E+01
56 0.10000000E+01
57 0.10000000E+01
58 0.10000000E+01
59 0.10000000E+01
60 0.10000000E+01
61 0.10000000E+01
62 0.10000000E+01
63 0.10000000E+01
64 0.10000000E+01
65 0.10000000E+01
66 0.10000000E+01
67 0.10000000E+01
68 0.10000000E+01
69 0.10000000E+01
70 0.10000000E+01
71 0.10000000E+01
72 0.10000000E+01
73 0.10000000E+01
74 0.10000000E+01
75 0.10000000E+01
76 0.10000000E+01
77 0.10000000E+01
78 0.10000000E+01
79 0.10000000E+01
80 0.10000000E+01
81 0.10000000E+01
82 0.10000000E+01
83 0.10000000E+01
84 0.10000000E+01