2 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
Eg1-dta.txt DATA FILE NAME
Eg2222-out.txt OUTPUT FILE NAME
1 1=PRODUCTION FUNCTION, 2=COST FUNCTION
y LOGGED DEPENDENT VARIABLE (Y/N)
14 NUMBER OF CROSS-SECTIONS
10 NUMBER OF TIME PERIODS
140 NUMBER OF OBSERVATIONS IN TOTAL
4 NUMBER OF REGRESSOR VARIABLES (Xs)
n 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.
请大神不吝赐教
2、还有下面的结果是什么意思?由于是小白,所以请大神指教:
Error Components Frontier (see B&C 1992)
The model is a production function
The dependent variable is logged
beta 0 0.82658828E+00
beta 1 0.41187200E+00
beta 2 0.35988319E+00
beta 3 -0.93820685E-01
beta 4 0.29624263E-01
sigma-squared 0.19496771E+00
gamma 0.77000000E+00
mu is restricted to be zero
eta is restricted to be zero
beta 0 0.78391289E+00 0.25233789E+00 0.31066000E+01
beta 1 0.41130070E+00 0.72466742E-01 0.56757167E+01
beta 2 0.37273859E+00 0.16726336E+00 0.22284533E+01
beta 3 -0.91921243E-01 0.41986696E-01 -0.21892945E+01
beta 4 0.28405687E-01 0.29516290E-01 0.96237323E+00
sigma-squared 0.19004703E+00 0.56900847E-01 0.33399683E+01
gamma 0.76459972E+00 0.15147653E+00 0.50476449E+01
mu is restricted to be zero
eta is restricted to be zero
log likelihood function = -0.14441496E+02
LR test of the one-sided error = 0.28704647E+01
with number of restrictions = 1
[note that this statistic has a mixed chi-square distribution]