stata做sfa分析的详细命令语句
各位群友你们好,就是我在用stata计算sfa的时候,无论是使用frontier+变量,xtfrontier+变量,还是sfcross,sfpanel计算的时候,计算出了的效率值怎么是大于1的,我的一组数据是这样的
lnoutput | lnlabour | lncapital |
15.70039162 | 9.579003174 | 12.74458941 |
15.31221415 | 9.549238236 | 12.51381099 |
12.89867818 | 7.383989458 | 10.71062391 |
12.92488172 | 8.009363077 | 10.96025997 |
15.03537952 | 8.976135873 | 12.14255227 |
13.93401911 | 8.685246776 | 11.58193927 |
13.02042633 | 7.568895663 | 10.89511208 |
13.38595366 | 7.845807503 | 10.90834761 |
12.19263983 | 6.439350371 | 9.454524999 |
sfcross lnoutput lnlabour lncapital
initial: Log likelihood = -13.449518
Iteration 0: Log likelihood = -13.449518 (not concave)
Iteration 1: Log likelihood = -7.0344072 (not concave)
Iteration 2: Log likelihood = -4.0625023
Iteration 3: Log likelihood = -3.208996 (not concave)
Iteration 4: Log likelihood = -2.4905345 (not concave)
Iteration 5: Log likelihood = -2.3886018 (not concave)
Iteration 6: Log likelihood = -2.3765454
Iteration 7: Log likelihood = -2.1444908
Iteration 8: Log likelihood = -2.008752
Iteration 9: Log likelihood = -1.9937579
Iteration 10: Log likelihood = -1.986255
Iteration 11: Log likelihood = -1.9849598
Iteration 12: Log likelihood = -1.9840791
Iteration 13: Log likelihood = -1.9839049
Iteration 14: Log likelihood = -1.9837359
Iteration 15: Log likelihood = -1.9837269
Iteration 16: Log likelihood = -1.9836615
Iteration 17: Log likelihood = -1.9836566
Iteration 18: Log likelihood = -1.9836439
Iteration 19: Log likelihood = -1.9836424
Iteration 20: Log likelihood = -1.9836418
Iteration 21: Log likelihood = -1.9836416
Stoc. frontier normal/exponential model Number of obs = 9
Wald chi2(2) = 127.03
Prob > chi2 = 0.0000
Log likelihood = -1.9836
------------------------------------------------------------------------------
lno | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
Frontier |
lnl | .185529 .6727565 0.28 0.783 -1.133049 1.504107
lnk | .9766153 .6863974 1.42 0.155 -.3686988 2.321929
_cons | 1.24623 2.708034 0.46 0.645 -4.061419 6.553879
-------------+----------------------------------------------------------------
Usigma |
_cons | -9.548672 264.708 -0.04 0.971 -528.3668 509.2694
-------------+----------------------------------------------------------------
Vsigma |
_cons | -2.39786 .5146479 -4.66 0.000 -3.406551 -1.389169
-------------+----------------------------------------------------------------
sigma_u | .0084437 1.117556 0.01 0.994 1.8e-115 3.9e+110
sigma_v | .3015167 .0775875 3.89 0.000 .1820861 .499282
lambda | .028004 1.150761 0.02 0.981 -2.227445 2.283453
------------------------------------------------------------------------------
. predict te1
(option xb assumed; fitted values)
. list te1
+----------+
| te1 |
|----------|
1. | 15.46997 |
2. | 15.23907 |
3. | 13.07633 |
4. | 13.43616 |
5. | 14.77017 |
|----------|
6. | 14.16869 |
7. | 13.29081 |
8. | 13.35511 |
9. | 11.67435 |
+----------+
我想问一下这个te是效率值吗?如果是的话为什么都这么大,还有就是哪些回归系数的显著性判断的那个“*”都是自己查表标上去的,还是说软件会自动输出来,急求懂的人帮忙解释一下 麻烦给一下详细的命令好吗?急求 谢谢