In short, it would be more useful if you describe (briefly) the model,
variable used and commands. Do you want to allow time-dummies in the
inefficient-term? in the equation? I think that there is an option
in -xtfrontier- to describe inefficient-term as a function of t, but this is
more clear in the manual. Rodrigo.
----- Original Message -----
From: "Nick Cox" <n.j.cox@durham.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, November 02, 2006 9:58 AM
Subject: st: RE: xtfrontier - time dummies
This question was also asked on Tuesday and no one
answered, I guess because people thought it wasn't
very clear or easy to answer. The same question is
not going to be any easier second time round.
-tsset- in Stata has the job of telling Stata
that your data are time series data, in your case
panel data. This permits various basic things
such as the use of time series operators and
keeping your data in appropriate sort order.
I don't know what you mean by capturing the time effect,
but I suspect you are over-estimating quite how much
is done by -tsset-. It doesn't make any dataset closer
in form or content to that suitable for any particular model.
Whether time dummies are best for you presumably
depends on (a) some economic or econometric desiderata
and (b) your dataset. Others may be able to comment on
(a).
This won't help much, except perhaps by signalling that
you probably need to say much more to elicit a better answer.
Nick
n.j.cox@durham.ac.uk
Arvind
> I am a new user of STATA. I am using xtfrontier for an
> unbalanced panel data
> of 50 firms over a 20 years time span. The questions worrying me are:
> Does tsset is sufficient enough to capture time effect or do
> I need to
> define time dummies? How I can get efficiency scores (I am
> trying predict,
> te)?
>
> My data set is in this format:
> Firms Year Variables
> 1 1985
> 1 1986
> 1 2004
> 2 1985
> 2 1986
> 2 2004
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