回答于 2015/08/07 21:23
纳兰之若 发表于 2015-8-7 19:22
非常感谢,请您帮我运行一下。。。。。。。。
你好,我把结果运行出来了,抱歉之前没细看,其实你的问题在于ins文件的修改。你的ins文件存在以下几点问题:
1)你的数据并未涉及到影响因素,故第一行应该选择模型1,只有涉及到影响因素时才用模型2;
2)是你的数据文件和输出文件的格式错误,数据文件应该是2015.txt,输出文件为2016.txt(切记:文件格式必须是txt格式,后缀不能以dta和out结束。在文件命名时一定要注意,保证.txt之前的字符不超过8位即可)
其他的设定是正确的。我把运行结果贴出来:
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 -0.31643053E+02 0.44776317E+01 -0.70669174E+01
beta 1 0.74772673E-01 0.33862068E-02 0.22081543E+02
beta 2 0.13881499E+00 0.60089294E+00 0.23101451E+00
beta 3 0.94100790E+03 0.13882001E+03 0.67786186E+01
beta 4 0.32379103E+03 0.70392793E+02 0.45997753E+01
sigma-squared 0.12465852E+04 0.46248044E+03 0.26954333E+01
gamma 0.89158790E+00 0.43661170E-01 0.20420614E+02
mu is restricted to be zero
eta -0.36925562E+00 0.75231297E-01 -0.49082714E+01
log likelihood function = -0.43622555E+03
LR test of the one-sided error = 0.30216848E+02
with number of restrictions = 2
[note that this statistic has a mixed chi-square distribution]
number of iterations = 72
(maximum number of iterations set at : 100)
number of cross-sections = 18
number of time periods = 6
total number of observations = 108
thus there are: 0 obsns not in the panel
covariance matrix :
0.20049185E+02 -0.58963695E-02 -0.58725638E-01 -0.23750781E+02 -0.23390929E+03
0.13531431E+03 0.14962009E-01 -0.40787655E-01
-0.58963695E-02 0.11466397E-04 -0.59764016E-03 -0.34066964E-01 0.27644262E-01
-0.19455621E+00 -0.21935203E-04 -0.12223013E-03
-0.58725638E-01 -0.59764016E-03 0.36107232E+00 -0.16669866E+02 0.78023189E+01
-0.80410065E+02 -0.74188086E-02 0.10808723E-01
-0.23750781E+02 -0.34066964E-01 -0.16669866E+02 0.19270995E+05 -0.40077247E+04
-0.10426591E+05 -0.91948983E+00 -0.13100031E+01
-0.23390929E+03 0.27644262E-01 0.78023189E+01 -0.40077247E+04 0.49551454E+04
-0.12447278E+04 -0.12114689E+00 0.61282727E+00
0.13531431E+03 -0.19455621E+00 -0.80410065E+02 -0.10426591E+05 -0.12447278E+04
0.21388816E+06 0.18827295E+02 0.27804428E-01
0.14962009E-01 -0.21935203E-04 -0.74188086E-02 -0.91948983E+00 -0.12114689E+00
0.18827295E+02 0.19062977E-02 0.49882304E-04
-0.40787655E-01 -0.12223013E-03 0.10808723E-01 -0.13100031E+01 0.61282727E+00
0.27804428E-01 0.49882304E-04 0.56597480E-02
cost efficiency estimates :
efficiency estimates for year 1 :
firm eff.-est.
1 0.10228255E+01
2 0.10672603E+01
3 0.10405287E+01
4 0.11386398E+01
5 0.11113634E+01
6 0.10237263E+01
7 0.10605115E+01
8 0.10623042E+01
9 0.10173269E+01
10 0.11088548E+01
11 0.10583811E+01
12 0.10107087E+01
13 0.10743915E+01
14 0.10268563E+01
15 0.10262827E+01
16 0.11240402E+01
17 0.10357622E+01
18 0.10469688E+01
mean eff. in year 1 = 0.10587074E+01
efficiency estimates for year 2 :
firm eff.-est.
1 0.10330207E+01
2 0.10973026E+01
3 0.10586312E+01
4 0.12005643E+01
5 0.11611046E+01
6 0.10343239E+01
7 0.10875394E+01
8 0.10901328E+01
9 0.10250661E+01
10 0.11574756E+01
11 0.10844575E+01
12 0.10154918E+01
13 0.11076190E+01
14 0.10388518E+01
15 0.10380220E+01
16 0.11794437E+01
17 0.10517356E+01
18 0.10679478E+01
mean eff. in year 2 = 0.10849295E+01
efficiency estimates for year 3 :
firm eff.-est.
1 0.10477696E+01
2 0.11407635E+01
3 0.10848193E+01
4 0.12901478E+01
5 0.12330632E+01
6 0.10496549E+01
7 0.11266395E+01
8 0.11303912E+01
9 0.10362620E+01
10 0.12278132E+01
11 0.11221810E+01
12 0.10224113E+01
13 0.11556879E+01
14 0.10562053E+01
15 0.10550048E+01
16 0.12595935E+01
17 0.10748437E+01
18 0.10982972E+01
mean eff. in year 3 = 0.11228638E+01
efficiency estimates for year 4 :
firm eff.-est.
1 0.10691062E+01
2 0.12036365E+01
3 0.11227044E+01
4 0.14197445E+01
5 0.13371626E+01
6 0.10718336E+01
7 0.11832040E+01
8 0.11886315E+01
9 0.10524588E+01
10 0.13295677E+01
11 0.11767541E+01
12 0.10324215E+01
13 0.12252270E+01
14 0.10813098E+01
15 0.10795731E+01
16 0.13755429E+01
17 0.11082732E+01
18 0.11422024E+01
mean eff. in year 4 = 0.11777419E+01
efficiency estimates for year 5 :
firm eff.-est.
1 0.10999730E+01
2 0.12945922E+01
3 0.11775112E+01
4 0.16072264E+01
5 0.14877588E+01
6 0.11039186E+01
7 0.12650333E+01
8 0.12728851E+01
9 0.10758899E+01
10 0.14767715E+01
11 0.12557026E+01
12 0.10469027E+01
13 0.13258263E+01
14 0.11176274E+01
15 0.11151151E+01
16 0.15432819E+01
17 0.11566342E+01
18 0.12057181E+01
mean eff. in year 5 = 0.12571316E+01
efficiency estimates for year 6 :
firm eff.-est.
1 0.11446267E+01
2 0.14261740E+01
3 0.12567979E+01
4 0.18784486E+01
5 0.17056198E+01
6 0.11503347E+01
7 0.13834124E+01
8 0.13947712E+01
9 0.11097866E+01
10 0.16897250E+01
11 0.13699141E+01
12 0.10678522E+01
13 0.14713591E+01
14 0.11701666E+01
15 0.11665320E+01
16 0.17859428E+01
17 0.12265961E+01
18 0.12976036E+01
mean eff. in year 6 = 0.13719813E+01
从结果来看,你这数据还挺不错的,用SFA可以分析。