请教一下高手们,Frontier 4.1 做出来的 结果是这样的: coefficient standard-error t-ratio
beta 0 0.16590884E+09 0.10000000E+01 0.16590884E+09
beta 1 0.40852951E+06 0.10000000E+01 0.40852951E+06
beta 2 -0.11689386E+07 0.10000000E+01 -0.11689386E+07
beta 3 -0.71176308E+07 0.10000000E+01 -0.71176308E+07
beta 4 0.75134965E+05 0.10000000E+01 0.75134965E+05
beta 5 0.81970850E+06 0.10000000E+01 0.81970850E+06
beta 6 0.15621730E+06 0.10000000E+01 0.15621730E+06
beta 7 0.32721344E+06 0.10000000E+01 0.32721344E+06
beta 8 0.60144341E+06 0.10000000E+01 0.60144341E+06
beta 9 0.49958718E+07 0.10000000E+01 0.49958718E+07
beta10 -0.11060013E+07 0.10000000E+01 -0.11060013E+07
beta11 0.15742730E+06 0.10000000E+01 0.15742730E+06
beta12 -0.19879111E+07 0.10000000E+01 -0.19879111E+07
beta13 -0.51442955E+06 0.10000000E+01 -0.51442955E+06
beta14 0.16276814E+06 0.10000000E+01 0.16276814E+06
beta15 0.90556747E+06 0.10000000E+01 0.90556747E+06
beta16 -0.17588298E+06 0.10000000E+01 -0.17588298E+06
beta17 0.19639550E+06 0.10000000E+01 0.19639550E+06
beta18 0.13804363E+06 0.10000000E+01 0.13804363E+06
beta19 -0.10650761E+07 0.10000000E+01 -0.10650761E+07
sigma-squared 0.88898066E+17 0.10000000E+01 0.88898066E+17
gamma 0.99999998E+00 0.38823678E-01 0.25757476E+02
mu is restricted to be zero
eta is restricted to be zero
log likelihood function = -0.22060428E+04
LR test of the one-sided error = 0.59973927E+02
with number of restrictions = 1
[note that this statistic has a mixed chi-square distribution]
number of iterations = 2
命令程序是:
1 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
EG10-dta.txt DATA FILE NAME
EG10-out.txt OUTPUT FILE NAME
1 1=PRODUCTION FUNCTION, 2=COST FUNCTION
N LOGGED DEPENDENT VARIABLE (Y/N)
109 NUMBER OF CROSS-SECTIONS
1 NUMBER OF TIME PERIODS
109 NUMBER OF OBSERVATIONS IN TOTAL
18 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.
请指教:这个结果如何解读?说明模型是否成立?19个X与Y之间是否存在显著的相关性?