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Re: st: Not concave in xtfrontier


From   vinish kathuria <[email protected]>
To   [email protected]
Subject   Re: st: Not concave in xtfrontier
Date   Sat, 14 Jul 2007 00:20:48 +0100 (BST)

Thanks scott!
I tried a different specification - not in first
differencing:
xtfrontier lnY/L lnK/L Foreign_dmy, tvd

Still for large number of sectors (16 out of total
26), the model is not coverging.

I tried using xtpcse command to get initial values.
Still it is not converging.

Any further suggestion!

Thanks!

Vinish
--- Scott Merryman <[email protected]> wrote:

> I don't think your specification is appropriate for
> a stochastic
> frontier model.  If you wish to control for firm
> specific effects use
> -frontier- with firm dummy variables rather than
> first differencing.
> 
> Scott
> 
> 
> On 7/12/07, vinish kathuria <[email protected]>
> wrote:
> > Thanks Scott!
> >
> > If I don't suppress constant term, for few it
> > converges but for few it still shows - not
> concave.
> >
> > However, the model also requires suppressing
> constant
> > term - as it is in difference!
> >
> > Vinish
> >
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