用STATA实现Stochastic frontier analysis（SFA）

弱弱的问一下：在Stata里怎么输入面板数据？我写硕士论文，刚接触Stata软件，不太会用，书上都没有讲到有关数据输入的，请高手指点下，感激不尽……

15# arlionn
朋友，你好！
请教两件事：
一，为什么我用xtforntier回归出现了no concave,如何解决？
二，能否把二步法的程序发给我，感激不尽！382594103@qq.com
祝节日愉快！急盼佳音

恩，好贴，正学习中！

学习下,准备用一下这个工具.

多个因变量行不行？

四脚朝天 发表于 2006-4-27 09:10
这是我的结果，我相信是数据不合它的要求：可以看一下对frontier的介绍（用命令help frontier)

你好，求教下：工业分行业的资本存量、劳动及产出的数据，模型是随机前沿超越对数生产函数，用frontier4.1去得到最大似然估计的结果，请问如何操作啊？

It will be a good guide to execute the work for doing SFA, I believe. Today I got this pdf file in the web.

Title: "Frontier functions: Stochastic Frontier Analysis (SFA) and Data Envelopment Analysis (DEA)"
Contents:

0. Introduction: the purpose of frontier functions
1. Review of OLS regression
2. Review of MLE
3. Review of probability distributions from 0 to infinity
4. One sided disturbances, especially the Gamma distribution
5. Composite disturbances
6. Fixed and random effects in frontier models
7. Corrected OLS and fixed effects as measures of efficiency
8. Stata: frontier and xtfrontier
9. What Stata allows and what Stata does not allow
10. Output of successful frontier estimation by Stata
11. Stata estimation of frontier functions sometimes fails
12. Output of failed frontier estimation by Stata
13. Data Envelopment Analysis (linear programming)
13.1 DEA estimation
13.2 DEA method
13.3 DEA programs
13.4 Uses of DEA output
13.5 Economics and DEA
14. Data Envelopment Analysis with statistical properties (Ray (2004, Chapter 12))
15. Comparing results of SFA and DEA
16. Possible research on frontier functions

it is right

it is right

edwmidas 发表于 2011-8-13 00:31
It will be a good guide to execute the work for doing SFA, I believe. Today I got this pdf file in t ...

下了你的材料，不错！！