我用的三投入单产出超越对数模型,现在修改了下模型是这样的:ln(income_it )=β0+β1*x1+β2*x2+β3*x3+β4*1/2*x1*x1+β5*1/2*x2*x2+β6*1/2*x3*x3+β7*x1*x2+β8*x1*x3+β9*x2*x3+v_it-u_it。
u_it=δ0+δ1*D1+δ2*D2+δ3*D1*D2+δ4*D3+δ5*D1*D3+δ6*D4+δ7*D1*D4+δ8*D5
修改后的ins如下:
2 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
eg2.dta DATA FILE NAME
eg2.out OUTPUT FILE NAME
1 1=PRODUCTION FUNCTION, 2=COST FUNCTION
y LOGGED DEPENDENT VARIABLE (Y/N)
33 NUMBER OF CROSS-SECTIONS
9 NUMBER OF TIME PERIODS
297 NUMBER OF OBSERVATIONS IN TOTAL
9 NUMBER OF REGRESSOR VARIABLES (Xs)
y MU (Y/N) [OR DELTA0 (Y/N) IF USING TE EFFECTS MODEL]
8 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.
运行结果如下:
coefficient standard-error t-ratio