[求助]stata做随机前沿

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用stata做随机前沿模型时，如何把u和v分解并显示出来，教材上说求u要用到一个很复杂的条件分布，所以想直接用stata输出，请好心人帮忙。

[此贴子已经被作者于2008-9-20 12:08:46编辑过]

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关键词：Stata tata 随机前沿 随机前沿模型 好心人 求助 Stata 随机

参见help frontier_postestimation，用predict [type] newvar [if] [in] [, statistic]

Syntax for predict

        predict [type] newvar [if] [in] [, statistic]

        predict [type] {stub*|newvar_xb newvar_v newvar_u} [if] [in] , scores

    statistic    description
    --------------------------------------------------------------------------------------------
    Main
      xb         linear prediction; the default
      stdp       standard error of the prediction
      u          estimates of minus the natural log of the technical efficiency via E(u|e)
      m          estimates of minus the natural log of the technical efficiency via M(u|e)
      te         estimates of the technical efficiency via E{exp(-su)|e}
                   s =  1, for production functions
                   s = -1, for cost functions
    --------------------------------------------------------------------------------------------
    These statistics are available both in and out of sample; type predict...if e(sample)... if
      wanted only for the estimation sample.

Options for predict

        +------+
    ----+ Main +--------------------------------------------------------------------------------

    xb, the default, calculates the linear prediction.

    stdp calculates the standard error of the linear prediction.

    u produces estimates of minus the natural log of the technical efficiency via E(u|e).

    m produces estimates of minus the natural log of the technical efficiency via M(u|e).

    te produces estimates of the technical efficiency via E{exp(-su)|e}.

    scores calculates equation-level score variables.

        The first new variable will contain the derivative of the log likelihood with respect to
        the regression equation.

        The second new variable will contain the derivative of the log likelihood with respect
        to the second equation (lnsig2v).

        The third new variable will contain the derivative of the log likelihood with respect to
        the third equation (lnsig2u).

学习了

您好，请问您做出来了吗，想做SFA,不知道怎么实现gama=0的约束，可以请教一下吗

如初见ing 发表于 2019-1-15 14:15
您好，请问您做出来了吗，想做SFA,不知道怎么实现gama=0的约束，可以请教一下吗

您好，请问这个问题是如何解决的，可以有偿，谢谢