[其他] 用stata xtfrontier 计算sfa后，怎么得出成本效率和技术效率呢？ [推广有奖]

21楼

wengaohui360101

发表于 2017-2-4 19:54:58

Captain-CUI 发表于 2016-8-30 23:05
看你怎么理解了!

您好！我利用FRONTIER4.1软件，利用随机前沿方法计算农业生产的成本效率，C-D成本函数模型和超越对数成本函数模型的LR都未通过显著性检验。请问怎么解决？

22楼

Captain-CUI

发表于 2017-2-4 20:52:24

wengaohui360101 发表于 2017-2-4 19:54
您好！我利用FRONTIER4.1软件，利用随机前沿方法计算农业生产的成本效率，C-D成本函数模型和超越对数成本 ...

变换一下指标或者调整一下模型设定试试

23楼

wengaohui360101

发表于 2017-2-4 20:57:35

Captain-CUI 发表于 2017-2-4 20:52
变换一下指标或者调整一下模型设定试试

ins代码：
1             1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
cbxl-dta.txt       DATA FILE NAME
cbxl-out.txt       OUTPUT FILE NAME
2             1=PRODUCTION FUNCTION, 2=COST FUNCTION
y             LOGGED DEPENDENT VARIABLE (Y/N)
424             NUMBER OF CROSS-SECTIONS
1             NUMBER OF TIME PERIODS
424             NUMBER OF OBSERVATIONS IN TOTAL
6             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.

运行结果：
the final mle estimates are :

               coefficient    standard-error t-ratio

  beta 0       -0.28185995E+01  0.47767986E+00 -0.59006036E+01
  beta 1       0.95051845E+00  0.18881022E-01  0.50342531E+02
  beta 2       0.25080712E+00  0.11519457E+00  0.21772477E+01
  beta 3       0.28450085E+00  0.51607010E-01  0.55128335E+01
  beta 4       0.32932559E+00  0.59448049E-01  0.55397208E+01
  beta 5       0.14504195E+00  0.39786302E-01  0.36455249E+01
  beta 6       0.38726480E-01  0.99552261E-01  0.38900653E+00
  sigma-squared  0.11704648E+00  0.77235940E-02  0.15154407E+02
  gamma       0.86471533E-05  0.35974274E-02  0.24037047E-02
mu is restricted to be zero
eta is restricted to be zero

log likelihood function =  -0.14685133E+03

the likelihood value is less than that obtained
using ols! - try again using different starting values

指标没法调整吧？