如图,设定随机前沿生产函数如图:
2 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
nongye.dta DATA FILE NAME
nongye.out OUTPUT FILE NAME
1 1=PRODUCTION FUNCTION, 2=COST FUNCTION
y LOGGED DEPENDENT VARIABLE (Y/N)
26 NUMBER OF CROSS-SECTIONS
8 NUMBER OF TIME PERIODS
208 NUMBER OF OBSERVATIONS IN TOTAL
3 NUMBER OF REGRESSOR VARIABLES (Xs)
y MU (Y/N) [OR DELTA0 (Y/N) IF USING TE EFFECTS MODEL]
5 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
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.
frontier4.1 设定的命令如上,出来的结果如下:
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 0.12023805E+02 0.28481622E+00 0.42216012E+02
beta 1 -0.13749530E+00 0.12280099E+00 -0.11196596E+01
beta 2 0.79831623E+00 0.10299406E+00 0.77510900E+01
beta 3 0.35285238E+00 0.71831623E-01 0.49122151E+01
delta 0 -0.52807201E+01 0.15194521E+01 -0.34754108E+01
delta 1 -0.61826515E+01 0.18111201E+01 -0.34137170E+01
delta 2 0.14041647E+02 0.29102547E+01 0.48248860E+01
delta 3 -0.20596010E+00 0.38509645E+00 -0.53482731E+00
delta 4 0.31102695E+00 0.13349722E+00 0.23298384E+01
delta 5 -0.50774696E-01 0.36399489E+00 -0.13949288E+00
sigma-squared 0.11319454E+00 0.97257939E-02 0.11638591E+02
gamma 0.99999999E+00 0.16996540E-04 0.58835505E+05
log likelihood function = -0.43781695E+02
LR test of the one-sided error = 0.22333158E+02
with number of restrictions = 7
[note that this statistic has a mixed chi-square distribution]
我(ˇˍˇ) 想~问一下大神,这个估计结果指出来了3个系数,那些随机前沿生产函数交叉项的系数怎么的出来的???谢谢,希望不吝赐教