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[Stata高级班] 求助连老师: xtfrontier的无效率项te 大于1,为什么? [推广有奖]

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求助连老师: xtfrontier的无效率项te 大于1,为什么?
我的数据是非平衡的面板数据!
程序是
clear all
set memory 400m
capture log close
cd f:\FSI\A1\results\
insheet using f:\FSI\A1\performance.CSV
save performance, replace
clear
insheet using f:\FSI\A1\cooperate.CSV
save cooperate, replace
clear

use performance, clear
destring company_id total_loan total_earas fixed_as total_as deposits liquid_as total_cost total_profit total_interex total_noninterex nplr car equ_asset roa costr logasset, replace
sort company_id
drop if total_loan==.
drop if total_earas==.
drop if other_earas==.
drop if fixed_as==.
drop if total_as==.
drop if deposits==.
drop if liquid_as==.
drop if total_cost==.
drop if total_profit==.
drop if total_interex==.
drop if total_noninterex==.
drop if year<=1997
save, replace

/*change the company_id to the 1,2,3...*/
use performance, clear
tab company_id
gsort company_id, generate(number)
tab year, generate(yr)
gsort year, generate(period)
save,replace

/*prepare for the efficiency computation*/
use performance, clear
sort year
gen p=total_profit*1000000
gen c=total_cost*1000000
gen y1=total_loan*1000000
gen y2=deposits*1000000
gen y3=liquid_as*1000000
gen y4=other_earas*1000000
gen w1=total_interex*1000000/y2
gen w2=(total_noninterex*1000000)/(fixed_as*1000000)
gen z1=total_earas*1000000
save, replace

use performance, clear
sort company_id
gen cost=ln(c/(w2*z1))
gen profit=ln(p/(w2*z1))

gen y1z1=ln(y1/z1)
gen y2z1=ln(y2/z1)
gen y3z1=ln(y3/z1)
gen y4z1=ln(y4/z1)

gen y11=y1z1*y1z1
gen y22=y2z1*y2z1
gen y33=y3z1*y3z1
gen y44=y4z1*y4z1

gen y12=y1z1*y2z1
gen y13=y1z1*y3z1
gen y14=y1z1*y4z1
gen y23=y2z1*y3z1
gen y24=y2z1*y4z1
gen y34=y3z1*y4z1

gen w1w2=ln(w1/w2)
gen w1w2_2=w1w2*w1w2

gen y1z1w1w2=y1z1*w1w2
gen y2z1w1w2=y2z1*w1w2
gen y3z1w1w2=y3z1*w1w2
gen y4z1w1w2=y4z1*w1w2
save, replace

sort period number
duplicates list number period
duplicates drop number period, force

xtset number period
save, replace
xtfrontier cost y1z1 y2z1 y3z1 y4z1 y11 y22 y33 y44 y12 y13 y14 y23 y24 y34 w1w2 w1w2_2 y1z1w1w2 y2z1w1w2 y3z1w1w2 y4z1w1w2 ///
yr1 yr2 yr3 yr4 yr5 yr6 yr7 yr8 yr9 yr10 yr11, tvd cost
predict cost_te, te
xtfrontier profit y1z1 y2z1 y3z1 y4z1 y11 y22 y33 y44 y12 y13 y14 y23 y24 y34 w1w2 w1w2_2 y1z1w1w2 y2z1w1w2 y3z1w1w2 y4z1w1w2 ///
yr1 yr2 yr3 yr4 yr5 yr6 yr7 yr8 yr9 yr10 yr11, tvd cost
predict profit_te, te
gen profit_effi=1-profit_te
gen cost_effi=1-cost_te
save, replace

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关键词:xtfrontier frontier frontie front Tier 老师

沙发
arlionn 在职认证  发表于 2012-9-12 20:05:59 |只看作者 |坛友微信交流群
哪个变量大于 1?

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