下面是我的一组SFA回归结果与过程,帮帮忙啊,谢谢大家了
eg6-dta.txt
1 1 0 89973.30851 13744812 1193369496 65.11 1594028
2 1 0 9875.5578 30565246 11841669312 44.74 15669954
3 1 5921.58 27528.28315 46095024 7076536368 54.16 4105719
4 1 0 241159.4677 2083137 617734392 47.22 2705180
5 1 0 134582.1504 4951178 781959024 48.04 2036720
6 1 0 234479.6793 1202661 630942576 56.8 531358
7 1 0 198107.5864 10873474 2406076464 60.85 2385713
8 1 0 58511.88012 9320272 2266973280 50.78 791582
9 1 0 81391.67894 10526986 2224758888 53.02 6192762
10 1 0 198715.3644 5746682 1864138056 45.55 841485
11 1 0 564922.2033 3428811 1084538664 42.89 467085
12 1 0 821329.3717 8475760 1575716208 50.7 1592990
13 1 0 155102.5469 5073361 3849423072 47.02 4228117
1 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
eg6-dta.txt DATA FILE NAME
eg7-out.txt OUTPUT FILE NAME
1 1=PRODUCTION FUNCTION, 2=COST FUNCTION
y LOGGED DEPENDENT VARIABLE (Y/N)
17 NUMBER OF CROSS-SECTIONS
1 NUMBER OF TIME PERIODS
17 NUMBER OF OBSERVATIONS IN TOTAL
3 NUMBER OF REGRESSOR VARIABLES (Xs)
y MU (Y/N) [OR DELTA0 (Y/N) IF USING TE EFFECTS MODEL]
n ETA (Y/N) [OR NUMBER OF TE EFFECTS REGRESSORS (Zs)]
n STARTING VALUES (Y/N)
IF YES THEN BETA0
BETA1 TO
BETAK
SIGMA SQUARED
GAMMA
MU [OR DELTA0
ETA DELTA1 TO
DELTAP]
NOTE: IF YOU ARE SUPPLYING STARTING VALUES
AND YOU HAVE RESTRICTED MU [OR DELTA0] TO BE
ZERO THEN YOU SHOULD NOT SUPPLY A STARTING
VALUE FOR THIS PARAMETER.
eg7-out.txt
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 0.31027000E+04 0.10000000E+01 0.31027000E+04
beta 1 -0.60100873E-03 0.10000000E+01 -0.60100873E-03
beta 2 0.17570849E-03 0.10000000E+01 0.17570849E-03
beta 3 -0.20878551E-06 0.10000000E+01 -0.20878551E-06
beta 4 -0.64611137E+02 0.10000000E+01 -0.64611137E+02
beta 5 -0.17185363E-03 0.10000000E+01 -0.17185363E-03
sigma-squared 0.23782012E+06 0.10000000E+01 0.23782012E+06
gamma 0.50000000E-01 0.10000000E+01 0.50000000E-01
mu -0.62692873E-20 0.10000000E+01 -0.62692873E-20
eta 0.00000000E+00 0.10000000E+01 0.00000000E+00
log likelihood function = -0.98702782E+02
求高手赐教,t-ratio和做三阶段DEA模型的二阶段SFA模型的相应估计的 t 统计量是一个数值吗?
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