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st: apply frontier's conditional mean model to panel data.


From   "Wu, Xun" <WuX@wharton.upenn.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: apply frontier's conditional mean model to panel data.
Date   Thu, 10 Jul 2003 13:06:47 -0400

Dear all,

My question is about frontier's conditional mean model. I appreciate the
advice from Weihua. I also notice from the manual (pp423 of Frontier) that
"You can, in fact, apply frontier's conditional mean model to panel data". 

My question is that whether I can obtain the "within" effects with this
method with my panel data. It is like using Xtreg, where it fits
fixed-effects (within) with panel data. We might just add firm dummies
besides the exogenous variables or demean the exogenous variables. However,
I have almost 10,000 firms, which I am afraid won't work with my intercooled
Stata.

Best,
Xun


-----Original Message-----
From: Weihua Guan [mailto:wguan@stata.com] 
Sent: Thursday, July 10, 2003 12:25 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: Re: RE: Re: Initial values not feasible and -ufrom()- option. 

--"Wu, Xun" <WuX@wharton.upenn.edu> wrote,

> Thanks for Scott's information and David's method, I solve the initial
value
> problem in Frontier with the -from()- option . 
> 
> http://www.stata.com/statalist/archive/2003-05/msg00650.html
> 
> However, when I was trying to fit a truncated-normal model, I still have a
> problem with option -ufrom()-.
> 
> I follow David Drucker's method to feed my own initial values:
> 1. Run OLS
> 2. matrix b0 = e(b), ln(e(rmse)^2), .1
> 3. I add option to the frontier command: distribution(tnormal) ufrom(b0,
> copy)
> 
> However, I always got a message "ufrom() must specify a matrix".
> 
> Is there anything different with -ufrom()- option?

The -ufrom()- option is a little different from the regular -from()-.
Unlike
-from()-, -ufrom()- only takes a matrix.  The syntax is like:

. frontier ..., ufrom(matname) ...

Xun should not specify ", copy" in his command. 


Weihua Guan <wguan@stata.com> 
Stata Corp.

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