下面是跑程序出来的结果,但是真心看不太懂啊,求大神指教到底该不该用SFA这个方法,并且哪几个指标比较重要呀?求大神们的回复
the ols estimates are :
coefficient standard-error t-ratio
beta 0 -0.22801767E+00 0.96481004E+00 -0.23633426E+00
beta 1 0.11358520E+00 0.23887523E+00 0.47550013E+00
beta 2 0.10940600E+01 0.18253631E+00 0.59936567E+01
sigma-squared 0.31034389E+01
log likelihood function = -0.33001375E+03
the estimates after the grid search were :
beta 0 0.19315785E+01
beta 1 0.11358520E+00
beta 2 0.10940600E+01
sigma-squared 0.77115442E+01
gamma 0.95000000E+00
mu is restricted to be zero
eta is restricted to be zero
iteration = 0 func evals = 20 llf = -0.30973953E+03
0.19315785E+01 0.11358520E+00 0.10940600E+01 0.77115442E+01 0.95000000E+00
gradient step
iteration = 5 func evals = 56 llf = -0.30383960E+03
0.15946268E+01 0.71000050E-01 0.11458382E+01 0.72627971E+01 0.98880502E+00
iteration = 10 func evals = 136 llf = -0.30363164E+03
0.16525285E+01 0.77385150E-01 0.11416308E+01 0.77407401E+01 0.99068872E+00
iteration = 12 func evals = 160 llf = -0.30363164E+03
0.16523961E+01 0.77399159E-01 0.11416363E+01 0.77406479E+01 0.99068753E+00
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 0.16523961E+01 0.49407594E+00 0.33444173E+01
beta 1 0.77399159E-01 0.10024706E+00 0.77208410E+00
beta 2 0.11416363E+01 0.71876819E-01 0.15883233E+02
sigma-squared 0.77406479E+01 0.90547650E+00 0.85487010E+01
gamma 0.99068753E+00 0.49311171E-02 0.20090530E+03
mu is restricted to be zero
eta is restricted to be zero
log likelihood function = -0.30363164E+03
LR test of the one-sided error = 0.52764227E+02
with number of restrictions = 1
[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 = 167
number of time periods = 1
total number of observations = 167
thus there are: 0 obsns not in the panel
covariance matrix :
0.24411104E+00 0.15987369E-02 -0.26291002E-01 0.28837518E-01 0.21450336E-04
0.15987369E-02 0.10049472E-01 -0.49249517E-02 0.98622393E-04 -0.37881007E-05
-0.26291002E-01 -0.49249517E-02 0.51662772E-02 0.22317171E-03 0.21300462E-04
0.28837518E-01 0.98622393E-04 0.22317171E-03 0.81988770E+00 0.16455130E-02
0.21450336E-04 -0.37881007E-05 0.21300462E-04 0.16455130E-02 0.24315916E-04
technical efficiency estimates :
firm eff.-est.
1 0.71312589E+00
2 0.18803436E-02
3 0.32424729E-01
4 0.15150888E+00
5 0.74640130E-01
6 0.23067365E+00
7 0.24461244E+00
8 0.32247697E-01
9 0.29940381E+00
10 0.67360543E+00
11 0.27423893E+00
12 0.27734606E-02
13 0.11112465E+00
14 0.10597658E+00
15 0.70904755E+00
16 0.62163434E-01
17 0.39351314E+00
18 0.56066759E+00
19 0.48270539E-01
20 0.30075597E+00
21 0.51048837E+00
22 0.93651667E-02
23 0.14645274E-01
24 0.56014931E+00
25 0.52783917E+00
26 0.26251591E+00
27 0.39006648E+00
28 0.28043412E+00
29 0.74077155E+00
30 0.70733107E+00
31 0.54597511E-01
32 0.14238853E+00
33 0.19498641E-01
34 0.87121131E-01
35 0.63154541E-01
36 0.42955280E+00
37 0.11647360E+00
38 0.35384238E+00
39 0.25917776E-01
40 0.14100548E-01
41 0.56866616E+00
42 0.36029865E-01
43 0.82773559E+00
44 0.58513828E-02
45 0.13906092E+00
46 0.65385624E-01
47 0.11907170E+00
48 0.67379879E-01
49 0.47909132E-01
50 0.76162451E+00
51 0.16538472E+00
52 0.82230946E-01
53 0.59115806E+00
54 0.46200519E+00
55 0.76706396E-01
56 0.76202904E+00
57 0.16117558E+00
58 0.27611603E+00
59 0.77014413E-01
60 0.46310909E+00
61 0.18972497E+00
62 0.22850214E+00
63 0.70709352E-01
64 0.14921458E-02
65 0.37556296E-01
66 0.42740132E+00
67 0.23927794E+00
68 0.21324106E-01
69 0.54727802E+00
70 0.64790183E-01
71 0.30656190E+00
72 0.42749832E+00
73 0.61301978E-01
74 0.59961780E+00
75 0.48492628E-01
76 0.97430717E-02
77 0.24108692E+00
78 0.42572122E-01
79 0.31773327E-01
80 0.26509402E-01
81 0.17329420E+00
82 0.20314458E+00
83 0.10404747E+00
84 0.17348246E-01
85 0.35393025E-02
86 0.77489360E+00
87 0.43099253E-01
88 0.28595192E+00
89 0.79471928E+00
90 0.58783102E+00
91 0.27053881E-01
92 0.20315540E-01
93 0.80866162E+00
94 0.20791047E-03
95 0.16743274E+00
96 0.95140378E-01
97 0.18807909E-01
98 0.10272411E-01
99 0.31450302E+00
100 0.14178090E+00
101 0.20334944E+00
102 0.29423961E-02
103 0.11019001E-01
104 0.74635718E+00
105 0.60187551E+00
106 0.38478721E+00
107 0.11174659E+00
108 0.64531254E+00
109 0.81508197E+00
110 0.63735504E-01
111 0.60411831E+00
112 0.88397719E-02
113 0.42513987E-02
114 0.68734247E-01
115 0.26348565E+00
116 0.33733081E+00
117 0.92305824E-01
118 0.23299819E+00
119 0.49101556E+00
120 0.17441436E+00
121 0.29496939E+00
122 0.14391117E-01
123 0.21959111E-01
124 0.84504491E+00
125 0.36502118E+00
126 0.38999895E-01
127 0.99893830E-01
128 0.41484946E+00
129 0.90787145E+00
130 0.57768333E+00
131 0.58560550E+00
132 0.43447535E+00
133 0.45716236E+00
134 0.66202979E+00
135 0.66474744E-02
136 0.25841541E+00
137 0.85641547E+00
138 0.44118969E-01
139 0.14638145E+00
140 0.78527489E-01
141 0.38019115E+00
142 0.13922534E+00
143 0.16303753E+00
144 0.23337573E-01
145 0.69768809E+00
146 0.37859158E-03
147 0.53717909E-02
148 0.13236256E-01
149 0.31436021E-02
150 0.73909102E+00
151 0.44840051E+00
152 0.36118467E+00
153 0.69153471E+00
154 0.54716378E+00
155 0.42280273E+00
156 0.11953913E+00
157 0.61800373E+00
158 0.18087936E+00
159 0.54574212E+00
160 0.44593576E+00
161 0.57673560E+00
162 0.62225075E-02
163 0.58266043E+00
164 0.58381015E+00
165 0.25945242E-01
166 0.71976381E-02
167 0.67323113E+00
mean efficiency = 0.27712375E+00


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