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Re: st: ereturn and sfcross


From   Federico Belotti <[email protected]>
To   [email protected]
Subject   Re: st: ereturn and sfcross
Date   Tue, 9 Jul 2013 14:53:10 +0200

Forgot to say that 

-sfcross- is from SSC and it is not a new official Stata command. As Statalist FAQ clearly report, 
please always explain _where_ user-written programs you refer to come from.
"This helps (often crucially) in explaining your precise problem, and it alerts readers to 
commands that may be interesting or useful to them." 

Best,
Federico

On Jul 9, 2013, at 1:25 PM, Paulo Regis wrote:

> Dear all,
> 
> I am using the new command -sfcross and I would like to know if
> someone with some experience with this command could tell me how to
> obtain some of the estimated parameters for further manipulation since
> it seems they are not available.
> 
> Below, you can see an example. I am interested in sigma_u,sigma_v and
> lambda. If you check "ereturn list" after the command, you can see
> their standard errors are not available. How can I obtain them? For
> example, I would like to have them available t  be used with -outreg
> or outreg2.
> 
> Kind Regards
> 
> Paulo
> 
> Example:
> 
> . webuse greene9
> 
> . sfcross  lnv lnk lnl
> 
> 
> initial:       Log likelihood = -37.029968
> Iteration 0:   Log likelihood = -37.029968  (not concave)
> Iteration 1:   Log likelihood = -18.020203  (not concave)
> Iteration 2:   Log likelihood = -7.6054699
> Iteration 3:   Log likelihood =  1.9182958
> Iteration 4:   Log likelihood =  2.8027655
> Iteration 5:   Log likelihood =  2.8604121
> Iteration 6:   Log likelihood =  2.8604897
> Iteration 7:   Log likelihood =  2.8604897
> 
> Stoc. frontier normal/exponential model              Number of obs =        25
> 
>                       Wald chi2(2)  =    845.68
>                                                     Prob > chi2   =    0.0000
> 
> Log likelihood =     2.8605
> ------------------------------------------------------------------------------
>         lnv |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> Frontier     |
>         lnk |   .2624859   .0919988     2.85   0.004     .0821717    .4428002
>         lnl |   .7703795   .1109569     6.94   0.000     .5529079    .9878511
>       _cons |   2.069242   .2356159     8.78   0.000     1.607444    2.531041
> -------------+----------------------------------------------------------------
> Usigma       |
>       _cons |  -4.002457   .9274575    -4.32   0.000    -5.820241   -2.184674
> -------------+----------------------------------------------------------------
> Vsigma       |
>       _cons |  -3.527598   .4486176    -7.86   0.000    -4.406873   -2.648324
> -------------+----------------------------------------------------------------
>     sigma_u |   .1351691   .0626818     2.16   0.031     .0544692    .3354317
>     sigma_v |   .1713925   .0384448     4.46   0.000     .1104231    .2660258
>      lambda |   .7886525    .087684     8.99   0.000      .616795    .9605101
> ------------------------------------------------------------------------------
> 
> . ereturn list
> 
> scalars:
>               e(rank) =  5
>                  e(N) =  25
>                 e(ic) =  7
>                  e(k) =  5
>               e(k_eq) =  3
>               e(k_dv) =  1
>          e(converged) =  1
>                 e(rc) =  0
>          e(k_autoCns) =  0
>                 e(ll) =  2.860489723076469
>         e(iterations) =  8
>               e(chi2) =  845.6810351779072
>                  e(p) =  2.3051356429e-184
>               e(df_m) =  2
>                  e(z) =  -.634477395928109
>                e(p_z) =  .2628846569875348
>            e(sigma_u) =  .1351691134122321
>            e(sigma_v) =  .1713924767932067
>             e(lambda) =  .7886525473070807
> 
> macros:
>            e(cmdline) : "sfcross lnv lnk lnl"
>         e(covariates) : "lnk lnl _cons"
>            e(cilevel) : "95"
>          e(marginsok) : "default xb"
>              e(title) : "Stoc. frontier normal/exponential model"
>           e(crittype) : "Log likelihood"
>               e(dist) : "exponential"
>           e(function) : "production"
>             e(depvar) : "lnv"
>                e(cmd) : "sfcross"
>            e(predict) : "sfcross_p"
>                e(opt) : "moptimize"
>               e(user) : "_cross_exp()"
>          e(ml_method) : "lf2"
>    e(singularHmethod) : "m-marquardt"
>          e(technique) : "nr"
>              e(which) : "max"
>         e(properties) : "b V"
> 
> matrices:
>                  e(b) :  1 x 5
>                  e(V) :  5 x 5
>               e(ilog) :  1 x 20
>           e(gradient) :  1 x 5
> 
> functions:
>             e(sample)
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/

-- 
Federico Belotti, PhD
Research Fellow
Centre for Economics and International Studies
University of Rome Tor Vergata
tel/fax: +39 06 7259 5627
e-mail: [email protected]
web: http://www.econometrics.it


*
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