求高人指点frontier4.1结果分析

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求高人指点，特别标注的术语是什么意思啊？结果是不是要用

the final mle estimates are呢

？

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 =     20  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 =     42  llf = -0.17027230E+02

     0.56160697E+00 0.28108701E+00 0.53647803E+00 0.21694170E+00 0.79718731E+00

pt better than entering pt cannot be found

iteration =     7  func evals =     69  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

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关键词：frontier frontie 求高人指点 front Tier function search

the estimates after the grid search were
log likelihood function =  -0.17027229E+02
LR test of the one-sided error =   0.28392402E+01
都是什么意思呢？文档标注没显示

急求高人赐教啊

我也正在学习，似乎就是看这部分的结果，有的文献分析结论时写的比较细，你参考看看，希望能帮到你
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

yhl0415 发表于 2013-5-13 16:04
我也正在学习，似乎就是看这部分的结果，有的文献分析结论时写的比较细，你参考看看，希望能帮到你
the fi ...

感谢啊，the estimates after the grid search were
log likelihood function =  -0.17027229E+02
LR test of the one-sided error =   0.28392402E+01
都表示是什么意思呢？求解释啊

我只知道他们的意思是似然函数对数值是17.02，单边偏误似然比（ＬＲ）检验值为2.839，似乎还要检验是否统计显著，是否服从卡方分布。再多我也不懂啦，还在学习，另请高明吧，不好意思。

yhl0415 发表于 2013-5-14 14:55
我只知道他们的意思是似然函数对数值是17.02，单边偏误似然比（ＬＲ）检验值为2.839，似乎还要检验是否统计 ...

非常感谢哦

请问SFA模型哪本书有详细介绍？

常数项是哪个？

yhl0415 发表于 2013-5-14 14:55
我只知道他们的意思是似然函数对数值是17.02，单边偏误似然比（ＬＲ）检验值为2.839，似乎还要检验是否统计 ...

请问这个似然函数对数值和单边偏误似然比（LR）简言之是怎么看出来的？非常感谢！！！！！